+657.6%
STM vs NTAP
+583.2%
+74.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.6% |
| 7D | +5.2% | +3.3% | +1.9% | +3.3% |
| 30D | -7.4% | -0.2% | -7.2% | -7.6% |
| 3M | -30.6% | +11.4% | -42.0% | -35.0% |
| 6M | +66.4% | +88.7% | -22.3% | +11.8% |
| YTD | +101.1% | +78.9% | +22.2% | +38.9% |
| 1Y | +97.4% | +58.8% | +38.6% | +46.0% |
| 3Y | +21.1% | +153.5% | -132.4% | -34.3% |
| 5Y | +22.5% | +136.7% | -114.3% | -31.5% |
| 10Y | +657.6% | +590.2% | +67.4% | +140.1% |
| All | +657.6% | +583.2% | +74.4% | +140.1% |
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