+1,101.8%
NBIS vs STRL
+210.1%
+891.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | +17.8% | +8.2% | +9.6% | +13.0% |
| 30D | +30.5% | -6.3% | +36.9% | +36.1% |
| 3M | +9.2% | -41.2% | +50.4% | +44.6% |
| 6M | +153.2% | +20.4% | +132.8% | +101.8% |
| YTD | +187.1% | +61.7% | +125.4% | +83.7% |
| 1Y | +151.1% | +72.7% | +78.4% | +44.4% |
| All | +1,101.8% | +210.1% | +891.7% | +395.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling