+562.2%
NTAP vs SPY
+307.0%
+255.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.1% |
| 7D | +7.2% | +2.6% | +4.6% | +4.1% |
| 30D | -18.4% | -2.0% | -16.4% | -15.9% |
| 3M | -11.3% | -2.8% | -8.5% | -7.7% |
| 6M | +53.8% | +2.1% | +51.6% | +51.5% |
| YTD | +72.0% | +11.5% | +60.5% | +53.3% |
| 1Y | +68.0% | +13.5% | +54.6% | +46.9% |
| 3Y | +149.5% | +77.7% | +71.8% | +31.9% |
| 5Y | +125.6% | +72.6% | +53.0% | +23.1% |
| All | +562.2% | +307.0% | +255.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling