+28.0%
NBIS vs STRL
-30.1%
+58.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -21.5% | +14.8% | +3.9% |
| 7D | -22.4% | -27.1% | +4.7% | -10.1% |
| 30D | -39.1% | -45.8% | +6.6% | -18.3% |
| 3M | -37.3% | -47.6% | +10.3% | -14.2% |
| 6M | -19.8% | -46.4% | +26.6% | +9.9% |
| YTD | +69.1% | -7.4% | +76.4% | +61.2% |
| 1Y | +28.0% | -25.9% | +53.9% | +36.9% |
| All | +28.0% | -30.1% | +58.1% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling