+18,718.9%
NTAP vs SPY
+2,043.7%
+16,675.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +0.6% |
| 7D | -5.0% | +0.1% | -5.0% | -4.8% |
| 30D | -25.8% | -3.3% | -22.4% | -21.5% |
| 3M | -6.9% | -2.4% | -4.5% | -2.8% |
| 6M | +50.0% | +2.6% | +47.4% | +45.9% |
| YTD | +66.9% | +11.2% | +55.7% | +44.3% |
| 1Y | +58.3% | +13.4% | +44.9% | +33.0% |
| 3Y | +145.1% | +79.9% | +65.2% | +5.1% |
| 5Y | +114.2% | +72.2% | +42.0% | -4.6% |
| 10Y | +576.6% | +307.3% | +269.2% | -20.4% |
| All | +18,718.9% | +2,043.7% | +16,675.2% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling