+17,983.5%
NTAP vs STT
+2,616.1%
+15,367.4%
-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% | -0.3% | -0.2% |
| 7D | -15.1% | -2.5% | -12.6% | -14.0% |
| 30D | -28.1% | -5.0% | -23.1% | -26.2% |
| 3M | -11.4% | -10.5% | -1.0% | -6.8% |
| 6M | +52.2% | +10.0% | +42.2% | +46.0% |
| YTD | +60.4% | +30.7% | +29.7% | +42.6% |
| 1Y | +51.0% | +43.8% | +7.2% | +28.8% |
| 3Y | +135.6% | +168.1% | -32.5% | +52.0% |
| 5Y | +107.5% | +101.4% | +6.1% | +46.0% |
| 10Y | +608.6% | +211.3% | +397.3% | +289.2% |
| All | +17,983.5% | +2,616.1% | +15,367.4% | +1,300.4% |
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 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