+319.7%
SPY vs NTAP
+581.2%
-261.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.2% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 30D | -1.4% | -7.0% | +5.7% | +0.6% |
| 3M | +3.7% | +12.3% | -8.6% | -0.4% |
| 6M | +13.0% | +85.1% | -72.1% | -8.6% |
| YTD | +12.4% | +74.8% | -62.4% | -7.8% |
| 1Y | +18.5% | +52.7% | -34.1% | +1.3% |
| 3Y | +77.6% | +147.7% | -70.0% | +25.2% |
| 5Y | +81.7% | +124.8% | -43.1% | +29.8% |
| 10Y | +319.7% | +589.7% | -270.1% | +107.0% |
| All | +319.7% | +581.2% | -261.5% | +107.0% |
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 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