+144.3%
NBIS vs STRL
+66.6%
+77.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.2% |
| 7D | +8.3% | +5.4% | +2.9% | +6.0% |
| 30D | +18.1% | -9.0% | +27.0% | +23.8% |
| 3M | +7.8% | -37.1% | +44.8% | +30.2% |
| 6M | +136.6% | +17.8% | +118.7% | +112.6% |
| YTD | +172.5% | +58.3% | +114.2% | +109.2% |
| 1Y | +144.3% | +61.0% | +83.2% | +96.9% |
| All | +144.3% | +66.6% | +77.6% | +96.9% |
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