+589.7%
NTAP vs STLA
+46.8%
+543.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -1.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | -7.0% | -5.2% | -1.8% | -5.9% |
| 3M | +12.3% | -24.9% | +37.2% | +21.2% |
| 6M | +85.1% | -25.2% | +110.3% | +98.2% |
| YTD | +74.8% | -51.4% | +126.2% | +110.5% |
| 1Y | +52.7% | -40.7% | +93.4% | +70.1% |
| 3Y | +147.7% | -66.3% | +213.9% | +217.4% |
| 5Y | +124.8% | -63.2% | +188.0% | +170.3% |
| 10Y | +589.7% | +48.7% | +541.0% | +459.3% |
| All | +589.7% | +46.8% | +543.0% | +459.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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