+149.4%
NTAP vs SPYG
+98.4%
+51.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | +2.2% | +0.3% | +1.9% | +1.9% |
| 30D | -7.0% | -1.7% | -5.3% | -5.6% |
| 3M | +12.3% | +3.6% | +8.7% | +8.4% |
| 6M | +85.1% | +16.6% | +68.5% | +59.7% |
| YTD | +74.8% | +13.4% | +61.4% | +55.2% |
| 1Y | +52.7% | +19.6% | +33.1% | +28.5% |
| All | +149.4% | +98.4% | +51.0% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling