+88.0%
NTAP vs STLD
+22.5%
+65.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -0.8% | +3.1% | -3.9% | -1.6% |
| 30D | -0.5% | -9.0% | +8.4% | +1.8% |
| 3M | +4.1% | -12.4% | +16.4% | +8.2% |
| 6M | +88.0% | +25.5% | +62.5% | +71.9% |
| All | +88.0% | +22.5% | +65.5% | +71.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling