+7,833.0%
SPGI vs NTAP
+21,390.6%
-13,557.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.3% | -15.1% | +15.3% | +2.5% |
| 30D | +18.4% | -28.1% | +46.5% | +23.6% |
| 3M | +15.7% | -11.4% | +27.1% | +17.0% |
| 6M | +17.3% | +52.2% | -34.9% | +8.7% |
| YTD | -4.7% | +60.4% | -65.1% | -12.6% |
| 1Y | +1.8% | +51.0% | -49.2% | -5.9% |
| 3Y | +31.7% | +135.6% | -103.9% | +12.5% |
| 5Y | +12.1% | +107.5% | -95.5% | -2.9% |
| 10Y | +341.9% | +608.6% | -266.7% | +217.4% |
| All | +7,833.0% | +21,390.6% | -13,557.5% | +3,822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling