+327.1%
NET vs STRL
+484.5%
-157.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.7% | -3.2% |
| 7D | -7.0% | +3.4% | -10.4% | -7.7% |
| 30D | -4.8% | -9.2% | +4.4% | -3.0% |
| 3M | +3.8% | -51.0% | +54.9% | +18.8% |
| 6M | +50.0% | +15.8% | +34.3% | +32.4% |
| YTD | +41.5% | +58.9% | -17.4% | +12.9% |
| 1Y | +32.8% | +68.5% | -35.7% | +2.5% |
| All | +327.1% | +484.5% | -157.4% | +131.1% |
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