+961.7%
STM vs NTAP
+21,390.5%
-20,428.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | -10.7% | -15.1% | +4.3% | -5.1% |
| 30D | -25.7% | -28.1% | +2.3% | -16.0% |
| 3M | -21.6% | -11.4% | -10.1% | -18.2% |
| 6M | -27.8% | +52.2% | -80.0% | -39.2% |
| YTD | +61.8% | +60.4% | +1.3% | +33.0% |
| 1Y | +78.1% | +51.0% | +27.1% | +49.8% |
| 3Y | +4.9% | +135.6% | -130.7% | -25.8% |
| 5Y | -14.3% | +107.5% | -121.8% | -36.1% |
| 10Y | +414.1% | +608.6% | -194.6% | +141.4% |
| All | +961.7% | +21,390.5% | -20,428.9% | +55.5% |
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