+112.5%
NET vs STRL
+2,010.6%
-1,898.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.7% | -3.5% |
| 7D | -7.0% | +3.4% | -10.4% | -7.8% |
| 30D | -4.8% | -9.2% | +4.4% | -2.6% |
| 3M | +3.8% | -51.0% | +54.9% | +23.0% |
| 6M | +50.0% | +15.8% | +34.3% | +28.0% |
| YTD | +41.5% | +58.9% | -17.4% | +6.7% |
| 1Y | +32.8% | +68.5% | -35.7% | -4.1% |
| 3Y | +335.9% | +485.2% | -149.3% | +73.3% |
| All | +112.5% | +2,010.6% | -1,898.1% | -60.3% |
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