+579.4%
NTAP vs STZ
+12.6%
+566.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +9.9% | 0.0% | +9.8% | +9.8% |
| 30D | -22.1% | +14.7% | -36.9% | -25.5% |
| 3M | -7.7% | +8.8% | -16.5% | -10.6% |
| 6M | +60.9% | +3.1% | +57.9% | +57.1% |
| YTD | +76.4% | +7.9% | +68.5% | +66.4% |
| 1Y | +69.3% | +14.2% | +55.2% | +56.1% |
| 3Y | +154.6% | -35.2% | +189.8% | +183.7% |
| 5Y | +131.4% | -29.6% | +161.0% | +144.7% |
| All | +579.4% | +12.6% | +566.8% | +489.9% |
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