+811.4%
SPYM vs NTAP
+779.8%
+31.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | +2.6% | +7.2% | -4.6% | +0.7% |
| 30D | -2.0% | -18.4% | +16.4% | +3.0% |
| 3M | -2.8% | -11.3% | +8.5% | -0.5% |
| 6M | +2.2% | +53.8% | -51.6% | -11.1% |
| YTD | +11.5% | +72.0% | -60.4% | -6.5% |
| 1Y | +13.5% | +68.0% | -54.5% | -4.3% |
| 3Y | +78.0% | +149.5% | -71.4% | +31.1% |
| 5Y | +73.1% | +125.6% | -52.4% | +29.7% |
| 10Y | +310.9% | +583.1% | -272.3% | +118.8% |
| All | +811.4% | +779.8% | +31.6% | +285.8% |
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