+19,691.7%
NTAP vs STT
+3,086.9%
+16,604.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.8% | +0.5% | -1.2% | -1.0% |
| 30D | -0.5% | +3.9% | -4.4% | -2.2% |
| 3M | +4.1% | +20.0% | -15.9% | -3.9% |
| 6M | +88.0% | +55.3% | +32.6% | +54.4% |
| YTD | +75.6% | +53.3% | +22.2% | +45.2% |
| 1Y | +58.9% | +74.7% | -15.8% | +24.0% |
| 3Y | +153.6% | +205.8% | -52.3% | +53.8% |
| 5Y | +127.6% | +145.0% | -17.4% | +46.4% |
| 10Y | +580.4% | +266.0% | +314.4% | +247.1% |
| All | +19,691.7% | +3,086.9% | +16,604.8% | +1,325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling