+673.5%
NBIS vs STRL
+90.3%
+583.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +4.9% | +10.5% | +12.6% |
| 7D | +9.3% | +7.1% | +2.2% | +5.6% |
| 30D | -26.4% | -39.4% | +13.0% | -2.4% |
| 3M | -19.9% | -43.0% | +23.0% | +10.5% |
| 6M | -16.9% | -65.0% | +48.1% | +46.2% |
| YTD | +84.8% | -0.8% | +85.6% | +55.8% |
| 1Y | +51.3% | -20.3% | +71.6% | +47.4% |
| All | +673.5% | +90.3% | +583.2% | +320.3% |
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