+459.4%
STM vs NTAP
+589.7%
-130.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +1.2% |
| 7D | +1.4% | -2.4% | +3.9% | +3.2% |
| 30D | -8.4% | -23.4% | +15.1% | +6.3% |
| 3M | -15.8% | -7.5% | -8.3% | -12.4% |
| 6M | -22.8% | +56.4% | -79.2% | -42.1% |
| YTD | +79.4% | +73.6% | +5.7% | +25.5% |
| 1Y | +97.0% | +68.4% | +28.6% | +40.3% |
| 3Y | +14.2% | +150.6% | -136.4% | -38.0% |
| 5Y | -4.5% | +122.5% | -126.9% | -44.9% |
| All | +459.4% | +589.7% | -130.3% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling