+562.2%
NTAP vs STLD
+761.4%
-199.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.4% |
| 7D | +7.2% | +2.9% | +4.3% | +6.1% |
| 30D | -18.4% | -5.6% | -12.8% | -16.7% |
| 3M | -11.3% | -11.7% | +0.4% | -7.7% |
| 6M | +53.8% | -2.8% | +56.5% | +53.8% |
| YTD | +72.0% | +36.4% | +35.5% | +52.1% |
| 1Y | +68.0% | +50.0% | +18.0% | +43.7% |
| 3Y | +149.5% | +122.3% | +27.2% | +81.4% |
| 5Y | +125.6% | +273.2% | -147.6% | +29.6% |
| All | +562.2% | +761.4% | -199.2% | +176.7% |
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