+1,967.8%
STX vs NTAP
+575.4%
+1,392.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -17.3% | -7.8% | -9.5% | -13.0% |
| 30D | -35.9% | -25.8% | -10.1% | -24.3% |
| 3M | -37.3% | -11.2% | -26.1% | -33.2% |
| 6M | -35.8% | +49.9% | -85.7% | -49.6% |
| YTD | +82.7% | +66.9% | +15.9% | +33.5% |
| 1Y | +71.6% | +58.8% | +12.8% | +29.1% |
| 3Y | +635.3% | +140.8% | +494.4% | +319.1% |
| 5Y | +483.8% | +115.0% | +368.8% | +252.0% |
| 10Y | +1,967.8% | +570.8% | +1,397.0% | +498.9% |
| All | +1,967.8% | +575.4% | +1,392.3% | +498.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling