+97.4%
STM vs NTAP
+61.9%
+35.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | +5.2% | +3.3% | +1.9% | +4.0% |
| 30D | -7.4% | -0.2% | -7.2% | -7.5% |
| 3M | -30.6% | +11.4% | -42.0% | -33.7% |
| 6M | +66.4% | +88.7% | -22.3% | +22.4% |
| YTD | +101.1% | +78.9% | +22.2% | +51.8% |
| 1Y | +97.4% | +58.8% | +38.6% | +62.1% |
| All | +97.4% | +61.9% | +35.4% | +62.1% |
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 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