-100.0%
NTRP vs SPY
+754.9%
-854.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -5.3% | -1.4% | -3.9% | -4.5% |
| 3M | -36.8% | +3.7% | -40.5% | -38.1% |
| 6M | -49.7% | +13.0% | -62.7% | -53.2% |
| YTD | -55.4% | +12.4% | -67.8% | -58.4% |
| 1Y | -64.3% | +18.5% | -82.8% | -67.5% |
| 3Y | -68.0% | +77.6% | -145.6% | -77.0% |
| 5Y | -98.0% | +81.7% | -179.7% | -98.6% |
| 10Y | -99.9% | +319.7% | -419.5% | -99.9% |
| All | -100.0% | +754.9% | -854.9% | -100.0% |
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