-64.3%
NTRP vs SPY
+77.0%
-141.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -4.7% | -1.1% | -3.6% | -4.4% |
| 3M | -36.3% | +3.9% | -40.2% | -36.9% |
| 6M | -52.8% | +13.6% | -66.4% | -54.3% |
| YTD | -56.0% | +12.7% | -68.7% | -57.3% |
| 1Y | -64.0% | +17.5% | -81.5% | -65.1% |
| 3Y | -64.3% | +76.9% | -141.2% | -35.8% |
| All | -64.3% | +77.0% | -141.3% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling