+572.0%
NTAP vs STLD
+868.9%
-296.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -15.1% | -11.1% | -3.9% | -11.5% |
| 30D | -28.1% | -4.8% | -23.3% | -26.8% |
| 3M | -11.4% | -14.6% | +3.1% | -6.8% |
| 6M | +52.2% | -7.4% | +59.6% | +54.8% |
| YTD | +60.4% | +32.6% | +27.9% | +43.3% |
| 1Y | +51.0% | +47.3% | +3.7% | +30.0% |
| 3Y | +135.6% | +107.5% | +28.0% | +75.5% |
| 5Y | +107.5% | +268.8% | -161.3% | +19.8% |
| All | +572.0% | +868.9% | -296.9% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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