+590.2%
NTAP vs STZ
-14.3%
+604.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +3.6% |
| 7D | +3.3% | -7.4% | +10.6% | +5.6% |
| 30D | -0.2% | -10.9% | +10.7% | +3.1% |
| 3M | +11.4% | -13.4% | +24.8% | +15.6% |
| 6M | +88.7% | -16.2% | +104.9% | +95.8% |
| YTD | +78.9% | -10.4% | +89.4% | +79.4% |
| 1Y | +58.8% | -14.8% | +73.6% | +61.7% |
| 3Y | +153.5% | -50.1% | +203.7% | +209.4% |
| 5Y | +136.7% | -38.8% | +175.5% | +160.6% |
| 10Y | +590.2% | -14.1% | +604.3% | +548.7% |
| All | +590.2% | -14.3% | +604.5% | +548.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling