+9,509.3%
STX vs NTAP
+1,939.9%
+7,569.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.1% | +5.7% | +7.7% |
| 7D | -14.8% | -5.0% | -9.8% | -11.9% |
| 30D | -35.4% | -25.8% | -9.6% | -24.1% |
| 3M | -37.7% | -6.9% | -30.8% | -35.4% |
| 6M | -35.2% | +50.0% | -85.2% | -48.5% |
| YTD | +84.4% | +66.9% | +17.4% | +37.1% |
| 1Y | +82.3% | +58.3% | +24.0% | +39.5% |
| 3Y | +646.2% | +145.1% | +501.1% | +341.9% |
| 5Y | +487.4% | +114.2% | +373.2% | +274.1% |
| 10Y | +2,071.0% | +576.6% | +1,494.5% | +620.3% |
| All | +9,509.3% | +1,939.9% | +7,569.4% | +1,701.1% |
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