+2,494.8%
NVDL vs STRL
+1,398.8%
+1,096.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -3.6% |
| 7D | -8.7% | +5.4% | -14.1% | -11.2% |
| 30D | -1.3% | -9.0% | +7.7% | +3.4% |
| 3M | +11.4% | -37.1% | +48.4% | +36.2% |
| 6M | +22.9% | +17.8% | +5.1% | -11.0% |
| YTD | +15.4% | +58.3% | -42.9% | -33.0% |
| 1Y | +18.8% | +61.0% | -42.3% | -34.3% |
| 3Y | +641.4% | +517.8% | +123.6% | +107.9% |
| All | +2,494.8% | +1,398.8% | +1,096.0% | +358.4% |
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