+828.4%
SPYM vs NTAP
+798.3%
+30.1%
-54.5%
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% | +0.3% |
| 30D | +0.1% | -0.5% | +0.6% | 0.0% |
| 3M | +2.0% | +4.1% | -2.0% | +0.4% |
| 6M | +13.1% | +88.0% | -74.9% | -6.4% |
| YTD | +13.6% | +75.6% | -62.0% | -4.6% |
| 1Y | +20.1% | +58.9% | -38.8% | +3.4% |
| 3Y | +77.6% | +153.6% | -76.0% | +31.2% |
| 5Y | +82.5% | +127.6% | -45.1% | +37.3% |
| 10Y | +317.6% | +580.4% | -262.8% | +123.9% |
| All | +828.4% | +798.3% | +30.1% | +293.9% |
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