+422.5%
STM vs NTAP
+608.6%
-186.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +4.5% |
| 7D | -5.6% | -5.0% | -0.6% | -2.5% |
| 30D | -14.4% | -25.8% | +11.3% | +0.9% |
| 3M | -20.5% | -6.9% | -13.6% | -17.7% |
| 6M | -24.5% | +50.0% | -74.5% | -42.0% |
| YTD | +72.7% | +66.9% | +5.7% | +23.6% |
| 1Y | +91.0% | +58.3% | +32.8% | +40.9% |
| 3Y | +13.5% | +145.1% | -131.6% | -37.6% |
| 5Y | -9.2% | +114.2% | -123.4% | -46.5% |
| 10Y | +422.5% | +576.6% | -154.0% | +76.2% |
| All | +422.5% | +608.6% | -186.0% | +76.2% |
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