+1,144.9%
STX vs NTAP
+135.7%
+1,009.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +5.4% |
| 7D | +10.7% | +3.3% | +7.5% | +8.8% |
| 30D | +11.3% | -0.2% | +11.5% | +11.6% |
| 3M | +3.2% | +11.4% | -8.2% | -2.9% |
| 6M | +157.0% | +88.7% | +68.3% | +72.8% |
| YTD | +229.2% | +78.9% | +150.3% | +125.9% |
| 1Y | +381.8% | +58.8% | +323.0% | +256.4% |
| 3Y | +1,383.2% | +153.5% | +1,229.6% | +635.5% |
| 5Y | +1,144.9% | +136.7% | +1,008.1% | +519.3% |
| All | +1,144.9% | +135.7% | +1,009.2% | +519.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling