+3,667.8%
STRL vs NDAQ
+475.8%
+3,192.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | -26.9% | +0.8% | -27.7% | -27.4% |
| 30D | -52.7% | +16.5% | -69.2% | -56.2% |
| 3M | -52.8% | +13.5% | -66.3% | -56.0% |
| 6M | -71.5% | +20.9% | -92.4% | -74.6% |
| YTD | -17.4% | +11.4% | -28.8% | -24.7% |
| 1Y | -35.0% | +25.9% | -60.9% | -44.8% |
| 3Y | +239.2% | +119.9% | +119.4% | +110.7% |
| 5Y | +830.2% | +61.7% | +768.4% | +573.1% |
| All | +3,667.8% | +475.8% | +3,192.0% | +1,308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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