-6.5%
NTIP vs SPY
+315.0%
-321.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -2.5% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | 0.0% | -3.3% | +3.3% | +0.9% |
| 3M | +2.0% | -2.4% | +4.5% | +2.6% |
| 6M | +10.4% | +2.6% | +7.8% | +9.5% |
| YTD | +28.1% | +11.2% | +16.9% | +24.2% |
| 1Y | +13.4% | +13.4% | 0.0% | +9.3% |
| 3Y | -10.5% | +79.9% | -90.4% | -24.3% |
| 5Y | -28.8% | +72.2% | -101.0% | -39.6% |
| 10Y | -6.5% | +307.3% | -313.8% | -23.2% |
| All | -6.5% | +315.0% | -321.5% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling