+10,317.6%
NTAP vs STLD
+7,971.8%
+2,345.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -7.6% | -2.2% | -7.2% |
| 7D | -22.5% | -12.5% | -10.0% | -18.8% |
| 30D | -25.7% | -6.8% | -18.9% | -23.9% |
| 3M | -9.0% | -16.4% | +7.3% | -3.7% |
| 6M | +49.2% | -6.1% | +55.3% | +51.0% |
| YTD | +60.6% | +32.0% | +28.6% | +44.3% |
| 1Y | +48.7% | +45.5% | +3.1% | +29.1% |
| 3Y | +135.6% | +106.5% | +29.1% | +77.6% |
| 5Y | +107.8% | +267.2% | -159.4% | +23.4% |
| 10Y | +609.4% | +878.9% | -269.5% | +178.4% |
| All | +10,317.6% | +7,971.8% | +2,345.8% | +1,063.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling