+576.0%
NTAP vs STLA
+263.8%
+312.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -0.8% | +2.6% | -3.3% | -1.4% |
| 30D | -0.5% | -1.2% | +0.7% | -0.5% |
| 3M | +4.1% | -24.8% | +28.8% | +10.5% |
| 6M | +88.0% | -25.6% | +113.5% | +98.5% |
| YTD | +75.6% | -48.9% | +124.5% | +100.1% |
| 1Y | +58.9% | -38.8% | +97.7% | +72.0% |
| 3Y | +153.6% | -64.5% | +218.1% | +203.4% |
| 5Y | +127.6% | -62.4% | +190.1% | +163.2% |
| 10Y | +580.4% | +55.4% | +525.0% | +485.1% |
| All | +576.0% | +263.8% | +312.2% | +434.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling