-25.9%
STRL vs NI
+9.5%
-35.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.5% | -23.0% | -22.1% |
| 7D | -27.1% | +3.9% | -31.0% | -28.6% |
| 30D | -45.8% | +15.3% | -61.1% | -50.4% |
| 3M | -47.6% | +2.4% | -50.0% | -48.6% |
| 6M | -46.4% | -4.5% | -41.9% | -45.1% |
| YTD | -7.4% | +11.4% | -18.7% | -26.1% |
| 1Y | -25.9% | +8.5% | -34.3% | -37.4% |
| All | -25.9% | +9.5% | -35.3% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling