-15.7%
STM vs NTAP
+106.9%
-122.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | -10.7% | -15.1% | +4.3% | -1.8% |
| 30D | -25.7% | -28.1% | +2.3% | -10.2% |
| 3M | -21.6% | -11.4% | -10.1% | -16.4% |
| 6M | -27.8% | +52.2% | -80.0% | -46.4% |
| YTD | +61.8% | +60.4% | +1.3% | +14.6% |
| 1Y | +78.1% | +51.0% | +27.1% | +31.2% |
| 3Y | +4.9% | +135.6% | -130.7% | -48.0% |
| All | -15.7% | +106.9% | -122.6% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling