+1,227.1%
STM vs NTAP
+23,420.6%
-22,193.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | -0.8% | +6.6% | +6.1% |
| 30D | -1.0% | -0.5% | -0.5% | -1.1% |
| 3M | -33.3% | +4.1% | -37.3% | -34.3% |
| 6M | +57.4% | +88.0% | -30.6% | +22.2% |
| YTD | +102.2% | +75.6% | +26.6% | +60.8% |
| 1Y | +99.6% | +58.9% | +40.7% | +64.8% |
| 3Y | +14.5% | +153.6% | -139.1% | -21.2% |
| 5Y | +21.4% | +127.6% | -106.3% | -12.6% |
| 10Y | +695.0% | +580.4% | +114.6% | +277.2% |
| All | +1,227.1% | +23,420.6% | -22,193.6% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling