+322.4%
NET vs STRL
+274.2%
+48.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.5% | +18.9% | +1.6% |
| 7D | -16.4% | -27.1% | +10.7% | -11.4% |
| 30D | -25.8% | -45.8% | +20.0% | -17.0% |
| 3M | -11.5% | -47.6% | +36.1% | -0.9% |
| 6M | +18.9% | -46.4% | +65.3% | +24.7% |
| YTD | +35.2% | -7.4% | +42.6% | +19.9% |
| 1Y | +14.5% | -25.9% | +40.3% | +7.1% |
| All | +322.4% | +274.2% | +48.2% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling