+295.5%
SPGI vs NTAP
+583.2%
-287.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.7% |
| 7D | -2.5% | +3.3% | -5.7% | -3.3% |
| 30D | +5.4% | -0.2% | +5.6% | +5.3% |
| 3M | +9.0% | +11.4% | -2.3% | +5.1% |
| 6M | +0.8% | +88.7% | -87.9% | -17.9% |
| YTD | -12.6% | +78.9% | -91.5% | -27.9% |
| 1Y | -16.1% | +58.8% | -74.9% | -28.6% |
| 3Y | +19.0% | +153.5% | -134.6% | -16.4% |
| 5Y | +5.1% | +136.7% | -131.7% | -26.0% |
| 10Y | +295.5% | +590.2% | -294.7% | +88.3% |
| All | +295.5% | +583.2% | -287.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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