+19,691.7%
NTAP vs SPY
+2,088.1%
+17,603.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -0.5% | +0.1% | -0.6% | -0.7% |
| 3M | +4.1% | +2.0% | +2.1% | +1.3% |
| 6M | +88.0% | +13.0% | +74.9% | +56.8% |
| YTD | +75.6% | +13.5% | +62.0% | +46.1% |
| 1Y | +58.9% | +20.0% | +38.9% | +22.2% |
| 3Y | +153.6% | +77.2% | +76.4% | +10.0% |
| 5Y | +127.6% | +81.9% | +45.8% | -7.3% |
| 10Y | +580.4% | +314.1% | +266.3% | -22.4% |
| All | +19,691.7% | +2,088.1% | +17,603.7% | +157.6% |
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 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