+107.5%
NTAP vs SPYG
+564.9%
-457.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | -0.8% | +0.4% | -1.1% | -1.2% |
| 30D | -0.5% | -0.4% | -0.1% | -0.1% |
| 3M | +4.1% | +0.5% | +3.5% | +3.1% |
| 6M | +88.0% | +17.5% | +70.5% | +53.1% |
| YTD | +75.6% | +14.3% | +61.2% | +48.0% |
| 1Y | +58.9% | +21.7% | +37.2% | +23.9% |
| 3Y | +153.6% | +98.6% | +55.0% | +7.2% |
| 5Y | +127.6% | +85.1% | +42.5% | +0.4% |
| 10Y | +580.4% | +412.0% | +168.3% | -23.2% |
| All | +107.5% | +564.9% | -457.3% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling