+2,060.9%
NTIP vs SPY
+1,016.4%
+1,044.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | +7.4% | +2.0% | +5.4% | +7.1% |
| 6M | +11.1% | +13.0% | -1.9% | +9.6% |
| YTD | +26.4% | +13.5% | +12.8% | +24.6% |
| 1Y | +6.0% | +20.0% | -14.0% | +3.8% |
| 3Y | -9.9% | +77.2% | -87.1% | -15.3% |
| 5Y | -32.6% | +81.9% | -114.5% | -37.0% |
| 10Y | -9.8% | +314.1% | -323.8% | -19.4% |
| All | +2,060.9% | +1,016.4% | +1,044.5% | +2,313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling