+550.1%
NTAP vs STZ
+9.8%
+540.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | -15.1% | +4.9% | -20.0% | -16.3% |
| 30D | -28.1% | +20.9% | -48.9% | -32.3% |
| 3M | -11.4% | +8.0% | -19.4% | -14.2% |
| 6M | +52.2% | -5.3% | +57.5% | +52.6% |
| YTD | +60.4% | +5.9% | +54.5% | +52.1% |
| 1Y | +51.0% | +14.2% | +36.8% | +38.9% |
| 3Y | +135.6% | -37.0% | +172.5% | +164.6% |
| 5Y | +107.5% | -29.7% | +137.2% | +118.9% |
| All | +550.1% | +9.8% | +540.3% | +486.2% |
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