+68.0%
NTAP vs SPY
+12.1%
+56.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.0% |
| 7D | +7.2% | +2.6% | +4.6% | +3.1% |
| 30D | -18.4% | -2.0% | -16.4% | -15.2% |
| 3M | -11.3% | -2.8% | -8.5% | -6.8% |
| 6M | +53.8% | +2.1% | +51.6% | +52.4% |
| YTD | +72.0% | +11.5% | +60.5% | +57.4% |
| 1Y | +68.0% | +13.5% | +54.6% | +49.6% |
| All | +68.0% | +12.1% | +56.0% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling