-13.7%
NTIP vs SPY
+311.3%
-325.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -1.3% | -0.9% | -0.3% | -1.0% |
| 3M | +5.4% | +3.9% | +1.5% | +4.2% |
| 6M | +9.8% | +14.5% | -4.8% | +5.7% |
| YTD | +24.0% | +12.9% | +11.1% | +19.8% |
| 1Y | +3.4% | +19.4% | -16.0% | -1.8% |
| 3Y | -18.6% | +78.5% | -97.0% | -31.0% |
| 5Y | -33.0% | +81.8% | -114.7% | -43.9% |
| 10Y | -13.7% | +311.5% | -325.2% | -40.3% |
| All | -13.7% | +311.3% | -325.0% | -40.3% |
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