+10,374.7%
STX vs NTAP
+2,021.6%
+8,353.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.1% | +5.9% | +7.9% |
| 7D | -1.0% | -2.4% | +1.5% | +1.1% |
| 30D | -26.8% | -23.4% | -3.3% | -15.2% |
| 3M | -32.7% | -7.5% | -25.2% | -29.9% |
| 6M | -33.7% | +56.4% | -90.1% | -48.4% |
| YTD | +101.0% | +73.6% | +27.4% | +46.7% |
| 1Y | +92.7% | +68.4% | +24.3% | +43.1% |
| 3Y | +708.7% | +150.6% | +558.1% | +374.3% |
| 5Y | +504.0% | +122.5% | +381.5% | +277.7% |
| 10Y | +2,108.4% | +589.7% | +1,518.6% | +626.0% |
| All | +10,374.7% | +2,021.6% | +8,353.1% | +1,826.8% |
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