-98.1%
NTRP vs SPY
+82.3%
-180.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.2% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | -4.7% | -1.1% | -3.6% | -4.1% |
| 3M | -36.3% | +3.9% | -40.2% | -37.6% |
| 6M | -52.8% | +13.6% | -66.4% | -56.2% |
| YTD | -56.0% | +12.7% | -68.7% | -58.9% |
| 1Y | -64.0% | +17.5% | -81.5% | -66.9% |
| 3Y | -64.3% | +76.9% | -141.2% | -73.4% |
| All | -98.1% | +82.3% | -180.4% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling