+2,072.8%
SPY vs NTAP
+23,420.6%
-21,347.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.1% | -0.5% | +0.6% | 0.0% |
| 3M | +2.0% | +4.1% | -2.1% | +1.0% |
| 6M | +13.0% | +88.0% | -74.9% | +0.4% |
| YTD | +13.5% | +75.6% | -62.0% | +1.9% |
| 1Y | +20.0% | +58.9% | -38.9% | +9.3% |
| 3Y | +77.2% | +153.6% | -76.4% | +47.4% |
| 5Y | +81.9% | +127.6% | -45.8% | +53.3% |
| 10Y | +314.1% | +580.4% | -266.3% | +185.2% |
| All | +2,072.8% | +23,420.6% | -21,347.8% | +718.0% |
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