+19,691.8%
NTAP vs STZ
+3,663.8%
+16,027.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.8% | -1.9% | +1.2% | -0.2% |
| 30D | -0.5% | -1.9% | +1.3% | -0.2% |
| 3M | +4.1% | -6.2% | +10.3% | +5.4% |
| 6M | +88.0% | -14.0% | +102.0% | +93.6% |
| YTD | +75.6% | -5.1% | +80.7% | +74.4% |
| 1Y | +58.9% | -9.6% | +68.5% | +59.7% |
| 3Y | +153.6% | -47.2% | +200.8% | +194.5% |
| 5Y | +127.6% | -33.6% | +161.2% | +144.2% |
| 10Y | +580.4% | -9.8% | +590.1% | +548.3% |
| All | +19,691.8% | +3,663.8% | +16,027.9% | +6,645.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling