+110.6%
SPOT vs NTAP
+122.8%
-12.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -6.9% | -1.0% | -5.9% | -6.6% |
| 30D | +4.1% | -7.5% | +11.6% | +6.8% |
| 3M | +3.7% | +14.6% | -10.9% | -2.3% |
| 6M | -1.6% | +91.0% | -92.6% | -27.3% |
| YTD | -10.2% | +73.7% | -83.8% | -31.2% |
| 1Y | -25.9% | +51.2% | -77.1% | -39.7% |
| 3Y | +235.6% | +146.1% | +89.5% | +91.2% |
| 5Y | +110.6% | +122.8% | -12.3% | +19.4% |
| All | +110.6% | +122.8% | -12.2% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling