-43.2%
NTLA vs SPY
+322.5%
-365.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -3.1% |
| 7D | -7.8% | -0.8% | -7.1% | -6.6% |
| 30D | -2.9% | -1.1% | -1.8% | -0.9% |
| 3M | -4.9% | +3.9% | -8.8% | -10.8% |
| 6M | -9.8% | +13.6% | -23.4% | -27.5% |
| YTD | +30.6% | +12.7% | +17.9% | +7.1% |
| 1Y | +2.8% | +17.5% | -14.7% | -21.8% |
| 3Y | -69.3% | +76.9% | -146.2% | -88.6% |
| 5Y | -92.7% | +83.6% | -176.3% | -97.2% |
| All | -43.2% | +322.5% | -365.6% | -94.7% |
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