+149.5%
NTAP vs SPYG
+91.6%
+57.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.6% |
| 7D | +7.2% | +2.3% | +4.9% | +4.8% |
| 30D | -18.4% | -6.5% | -11.9% | -12.3% |
| 3M | -11.3% | -6.8% | -4.5% | -4.2% |
| 6M | +53.8% | -3.1% | +56.9% | +60.2% |
| YTD | +72.0% | +8.0% | +64.0% | +61.4% |
| 1Y | +68.0% | +10.2% | +57.8% | +54.6% |
| 3Y | +149.5% | +91.0% | +58.5% | +51.8% |
| All | +149.5% | +91.6% | +57.9% | +51.8% |
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