+95.4%
STM vs NTAP
+70.2%
+25.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +16.3% | +9.9% | +6.4% | +11.9% |
| 30D | -6.3% | -22.1% | +15.9% | +2.7% |
| 3M | -14.1% | -7.7% | -6.4% | -11.0% |
| 6M | -19.6% | +60.9% | -80.5% | -32.0% |
| YTD | +80.1% | +76.4% | +3.7% | +43.0% |
| 1Y | +95.4% | +69.3% | +26.0% | +58.7% |
| All | +95.4% | +70.2% | +25.1% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling