+248.8%
NBIS vs STRL
+76.3%
+172.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.8% | +1.7% | +5.0% |
| 7D | +8.2% | +3.4% | +4.8% | +6.8% |
| 30D | +3.4% | -9.2% | +12.6% | +8.3% |
| 3M | -12.8% | -51.0% | +38.2% | +12.9% |
| 6M | +131.5% | +15.8% | +115.8% | +111.9% |
| YTD | +170.5% | +58.9% | +111.6% | +111.0% |
| 1Y | +248.8% | +68.5% | +180.3% | +215.0% |
| All | +248.8% | +76.3% | +172.5% | +215.0% |
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