+264.0%
SPOT vs NTAP
+288.8%
-24.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.9% | -0.8% | -0.2% | -0.7% |
| 30D | +12.5% | -0.5% | +13.0% | +12.4% |
| 3M | +9.9% | +4.1% | +5.8% | +7.3% |
| 6M | +1.6% | +88.0% | -86.4% | -22.0% |
| YTD | -6.6% | +75.6% | -82.2% | -26.7% |
| 1Y | -22.9% | +58.9% | -81.8% | -37.4% |
| 3Y | +244.3% | +153.6% | +90.7% | +121.3% |
| 5Y | +117.8% | +127.6% | -9.8% | +43.8% |
| All | +264.0% | +288.8% | -24.7% | +105.0% |
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