+58.8%
NTAP vs STLA
-40.1%
+98.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.1% |
| 7D | +3.3% | +0.7% | +2.5% | +3.2% |
| 30D | -0.2% | -2.4% | +2.1% | 0.0% |
| 3M | +11.4% | -23.9% | +35.3% | +13.6% |
| 6M | +88.7% | -24.6% | +113.3% | +91.2% |
| YTD | +78.9% | -50.5% | +129.4% | +91.8% |
| 1Y | +58.8% | -39.8% | +98.7% | +61.2% |
| All | +58.8% | -40.1% | +98.9% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling