+145.1%
NTAP vs STLA
-73.7%
+218.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -5.0% | -6.4% | +1.4% | -4.0% |
| 30D | -25.8% | -1.3% | -24.4% | -25.7% |
| 3M | -6.9% | -19.9% | +13.0% | -3.7% |
| 6M | +50.0% | -42.9% | +92.9% | +64.5% |
| YTD | +66.9% | -59.4% | +126.4% | +95.2% |
| 1Y | +58.3% | -56.8% | +115.1% | +81.6% |
| 3Y | +145.1% | -73.1% | +218.2% | +127.3% |
| All | +145.1% | -73.7% | +218.8% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling