+149.5%
NTAP vs STLA
-77.1%
+226.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +7.2% | -13.8% | +21.0% | +9.6% |
| 30D | -18.4% | -10.5% | -7.8% | -17.2% |
| 3M | -11.3% | -28.9% | +17.5% | -6.7% |
| 6M | +53.8% | -49.7% | +103.5% | +71.8% |
| YTD | +72.0% | -64.9% | +136.9% | +105.5% |
| 1Y | +68.0% | -64.0% | +132.1% | +99.0% |
| 3Y | +149.5% | -77.4% | +226.9% | +146.2% |
| All | +149.5% | -77.1% | +226.6% | +146.2% |
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 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