+127.9%
NTAP vs STT
+104.1%
+23.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +7.2% | +4.8% | +2.4% | +4.9% |
| 30D | -18.4% | +3.9% | -22.3% | -19.6% |
| 3M | -11.3% | -8.2% | -3.2% | -7.6% |
| 6M | +53.8% | +15.6% | +38.2% | +44.2% |
| YTD | +72.0% | +37.6% | +34.3% | +48.7% |
| 1Y | +68.0% | +50.1% | +17.9% | +39.8% |
| 3Y | +149.5% | +183.1% | -33.6% | +56.6% |
| All | +127.9% | +104.1% | +23.8% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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