+2,048.8%
SPY vs NTAP
+23,159.9%
-21,111.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.7% | +0.6% |
| 7D | -0.9% | -2.4% | +1.5% | -0.5% |
| 30D | -2.4% | -23.4% | +21.1% | +1.9% |
| 3M | -1.2% | -7.5% | +6.4% | -0.3% |
| 6M | +3.3% | +56.4% | -53.1% | -5.5% |
| YTD | +12.3% | +73.6% | -61.3% | +0.5% |
| 1Y | +12.4% | +68.4% | -55.9% | +1.1% |
| 3Y | +78.8% | +150.6% | -71.8% | +48.5% |
| 5Y | +75.2% | +122.5% | -47.3% | +47.7% |
| 10Y | +311.1% | +589.7% | -278.6% | +181.6% |
| All | +2,048.8% | +23,159.9% | -21,111.1% | +707.1% |
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