+132.5%
NOK vs STRL
+4,073.8%
-3,941.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.3% |
| 7D | +2.2% | +7.1% | -4.9% | +0.8% |
| 30D | -14.7% | -39.4% | +24.6% | -6.8% |
| 3M | -10.6% | -43.0% | +32.4% | -1.0% |
| 6M | -39.4% | -65.0% | +25.6% | -27.6% |
| YTD | +30.4% | -0.8% | +31.2% | +29.8% |
| 1Y | +22.3% | -20.3% | +42.6% | +25.4% |
| 3Y | +157.6% | +356.5% | -198.9% | +88.3% |
| 5Y | +64.6% | +952.8% | -888.3% | 0.0% |
| 10Y | +132.5% | +3,877.1% | -3,744.6% | -2.0% |
| All | +132.5% | +4,073.8% | -3,941.3% | -2.0% |
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