+68.0%
NTAP vs STZ
+15.6%
+52.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.3% |
| 7D | +7.2% | +2.6% | +4.6% | +8.3% |
| 30D | -18.4% | +15.2% | -33.6% | -13.3% |
| 3M | -11.3% | +7.6% | -19.0% | -7.5% |
| 6M | +53.8% | +5.3% | +48.5% | +60.1% |
| YTD | +72.0% | +8.6% | +63.3% | +70.2% |
| 1Y | +68.0% | +15.6% | +52.5% | +64.5% |
| All | +68.0% | +15.6% | +52.5% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling