+105.6%
NTAP vs STLD
+255.4%
-149.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -15.1% | -11.1% | -3.9% | -11.8% |
| 30D | -28.1% | -4.8% | -23.3% | -26.9% |
| 3M | -11.4% | -14.6% | +3.1% | -7.2% |
| 6M | +52.2% | -7.4% | +59.6% | +54.6% |
| YTD | +60.4% | +32.6% | +27.9% | +44.7% |
| 1Y | +51.0% | +47.3% | +3.7% | +31.6% |
| 3Y | +135.6% | +107.5% | +28.0% | +80.7% |
| All | +105.6% | +255.4% | -149.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling