+136.7%
NTAP vs SPY
+81.8%
+55.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.5% |
| 7D | +3.3% | +0.5% | +2.7% | +2.6% |
| 30D | -0.2% | -0.9% | +0.7% | +0.8% |
| 3M | +11.4% | +3.9% | +7.5% | +6.8% |
| 6M | +88.7% | +14.5% | +74.2% | +62.4% |
| YTD | +78.9% | +12.9% | +66.0% | +57.0% |
| 1Y | +58.8% | +19.4% | +39.5% | +31.4% |
| 3Y | +153.5% | +78.5% | +75.1% | +40.0% |
| 5Y | +136.7% | +81.8% | +55.0% | +28.4% |
| All | +136.7% | +81.8% | +55.0% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling