+1,381.0%
NET vs STRL
+2,151.3%
-770.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.5% | +18.9% | +1.9% |
| 7D | -16.4% | -27.1% | +10.7% | -11.1% |
| 30D | -25.8% | -45.8% | +20.0% | -16.5% |
| 3M | -11.5% | -47.6% | +36.1% | -0.3% |
| 6M | +18.9% | -46.4% | +65.3% | +26.2% |
| YTD | +35.2% | -7.4% | +42.6% | +23.4% |
| 1Y | +14.5% | -25.9% | +40.3% | +9.6% |
| 3Y | +313.8% | +273.4% | +40.4% | +158.4% |
| 5Y | +32.6% | +944.4% | -911.8% | -35.0% |
| All | +1,381.0% | +2,151.3% | -770.3% | +523.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling