+36.3%
NBIS vs STRL
-22.3%
+58.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.7% | -16.1% | -16.5% |
| 7D | +6.9% | +23.4% | -16.6% | -3.7% |
| 30D | -37.8% | -39.5% | +1.7% | -20.7% |
| 3M | -50.4% | -45.1% | -5.3% | -33.8% |
| 6M | -28.2% | -64.6% | +36.4% | +12.3% |
| YTD | +53.7% | -1.5% | +55.2% | +45.0% |
| 1Y | +36.3% | -20.8% | +57.1% | +42.9% |
| All | +36.3% | -22.3% | +58.6% | +42.9% |
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