+1,972.8%
STX vs NTAP
+583.1%
+1,389.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.7% |
| 7D | +14.6% | +7.2% | +7.4% | +10.7% |
| 30D | -26.0% | -18.4% | -7.6% | -16.6% |
| 3M | -42.6% | -11.3% | -31.3% | -38.8% |
| 6M | -35.3% | +53.8% | -89.0% | -49.8% |
| YTD | +92.5% | +72.0% | +20.5% | +38.5% |
| 1Y | +102.4% | +68.0% | +34.4% | +47.7% |
| 3Y | +673.8% | +149.5% | +524.3% | +333.4% |
| 5Y | +463.1% | +125.6% | +337.5% | +231.6% |
| All | +1,972.8% | +583.1% | +1,389.7% | +512.9% |
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