+17,983.5%
NTAP vs STZ
+4,101.9%
+13,881.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | -15.1% | +4.9% | -20.0% | -16.4% |
| 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% | +52.0% |
| YTD | +60.4% | +5.9% | +54.5% | +53.1% |
| 1Y | +51.0% | +14.2% | +36.8% | +40.6% |
| 3Y | +135.6% | -37.0% | +172.5% | +157.6% |
| 5Y | +107.5% | -29.7% | +137.2% | +117.5% |
| 10Y | +608.6% | +5.2% | +603.5% | +540.9% |
| All | +17,983.5% | +4,101.9% | +13,881.6% | +5,821.9% |
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 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