+131.1%
NTAP vs STZ
-33.3%
+164.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.8% | -1.9% | +1.2% | -0.5% |
| 30D | -0.5% | -1.9% | +1.3% | -0.4% |
| 3M | +4.1% | -6.2% | +10.3% | +4.6% |
| 6M | +88.0% | -14.0% | +102.0% | +90.6% |
| YTD | +75.6% | -5.1% | +80.7% | +72.6% |
| 1Y | +58.9% | -9.6% | +68.5% | +57.9% |
| 3Y | +153.6% | -47.2% | +200.8% | +185.6% |
| All | +131.1% | -33.3% | +164.4% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling