+81.8%
SPY vs NTAP
+135.7%
-53.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -1.1% |
| 7D | +0.5% | +3.3% | -2.7% | -0.3% |
| 30D | -0.9% | -0.2% | -0.7% | -1.1% |
| 3M | +3.9% | +11.4% | -7.5% | +0.3% |
| 6M | +14.5% | +88.7% | -74.2% | -7.5% |
| YTD | +12.9% | +78.9% | -66.0% | -7.6% |
| 1Y | +19.4% | +58.8% | -39.5% | +1.4% |
| 3Y | +78.5% | +153.5% | -75.1% | +21.8% |
| 5Y | +81.8% | +136.7% | -55.0% | +21.4% |
| All | +81.8% | +135.7% | -53.9% | +21.4% |
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