+18,710.3%
NTAP vs STZ
+4,206.7%
+14,503.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.8% | +5.3% | -13.1% | -9.1% |
| 30D | -25.8% | +19.6% | -45.4% | -29.9% |
| 3M | -11.2% | +10.0% | -21.2% | -14.4% |
| 6M | +49.9% | -0.3% | +50.2% | +47.6% |
| YTD | +66.9% | +8.6% | +58.3% | +58.2% |
| 1Y | +58.8% | +16.6% | +42.3% | +47.1% |
| 3Y | +140.8% | -34.8% | +175.6% | +160.9% |
| 5Y | +115.0% | -27.8% | +142.8% | +123.7% |
| 10Y | +570.8% | +12.5% | +558.3% | +496.0% |
| All | +18,710.3% | +4,206.7% | +14,503.6% | +6,018.3% |
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 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