+252.8%
SPOT vs NTAP
+317.4%
-64.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.8% | -2.1% |
| 7D | -3.1% | +7.4% | -10.5% | -5.6% |
| 30D | +7.4% | -1.4% | +8.8% | +7.5% |
| 3M | +8.2% | +24.6% | -16.4% | -0.7% |
| 6M | +2.2% | +105.9% | -103.7% | -24.0% |
| YTD | -9.5% | +88.5% | -98.0% | -30.8% |
| 1Y | -23.8% | +62.1% | -85.9% | -38.5% |
| 3Y | +233.5% | +169.1% | +64.4% | +109.9% |
| 5Y | +112.2% | +141.9% | -29.7% | +37.1% |
| All | +252.8% | +317.4% | -64.6% | +93.6% |
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 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