+314.6%
SPYM vs NTAP
+591.7%
-277.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -1.6% | -7.5% | +5.9% | +0.5% |
| 3M | +4.7% | +14.6% | -9.9% | 0.0% |
| 6M | +12.6% | +91.0% | -78.4% | -9.8% |
| YTD | +11.8% | +73.7% | -61.9% | -8.1% |
| 1Y | +17.5% | +51.2% | -33.7% | +0.8% |
| 3Y | +77.0% | +146.1% | -69.2% | +25.0% |
| 5Y | +82.6% | +122.8% | -40.2% | +30.8% |
| All | +314.6% | +591.7% | -277.2% | +109.3% |
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