+62.1%
NTAP vs SPYG
+17.9%
+44.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +7.9% |
| 7D | +7.4% | -0.9% | +8.3% | +8.2% |
| 30D | -1.4% | -1.5% | +0.1% | -0.1% |
| 3M | +24.6% | +3.7% | +20.8% | +21.0% |
| 6M | +105.9% | +16.4% | +89.5% | +85.0% |
| YTD | +88.5% | +13.3% | +75.2% | +74.4% |
| 1Y | +62.1% | +17.9% | +44.2% | +42.2% |
| All | +62.1% | +17.9% | +44.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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