+2,041.2%
SPY vs NTAP
+23,535.9%
-21,494.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +3.3% | +9.9% | -6.6% | +1.7% |
| 30D | -2.7% | -22.1% | +19.5% | +1.3% |
| 3M | -1.7% | -7.7% | +5.9% | -0.9% |
| 6M | +3.1% | +60.9% | -57.9% | -6.2% |
| YTD | +11.9% | +76.4% | -64.5% | -0.1% |
| 1Y | +12.0% | +69.3% | -57.4% | +0.6% |
| 3Y | +78.2% | +154.6% | -76.5% | +47.5% |
| 5Y | +73.2% | +131.4% | -58.2% | +45.1% |
| 10Y | +309.6% | +600.9% | -291.2% | +179.9% |
| All | +2,041.2% | +23,535.9% | -21,494.7% | +702.0% |
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