+3,621.5%
STX vs NTAP
+581.2%
+3,040.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.8% |
| 7D | +9.6% | +2.2% | +7.4% | +8.3% |
| 30D | +10.6% | -7.0% | +17.6% | +15.3% |
| 3M | +4.8% | +12.3% | -7.5% | -1.5% |
| 6M | +137.3% | +85.1% | +52.1% | +65.9% |
| YTD | +222.5% | +74.8% | +147.7% | +130.1% |
| 1Y | +366.2% | +52.7% | +313.5% | +258.4% |
| 3Y | +1,352.9% | +147.7% | +1,205.2% | +717.4% |
| 5Y | +1,077.4% | +124.8% | +952.7% | +594.0% |
| 10Y | +3,621.5% | +589.7% | +3,031.8% | +975.4% |
| All | +3,621.5% | +581.2% | +3,040.3% | +975.4% |
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