+68.5%
STRL vs NI
+1.4%
+67.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +6.1% |
| 7D | +3.4% | +2.0% | +1.4% | +2.3% |
| 30D | -9.2% | -3.5% | -5.7% | -7.6% |
| 3M | -51.0% | -9.1% | -41.9% | -49.3% |
| 6M | +15.8% | -11.8% | +27.6% | +22.0% |
| YTD | +58.9% | +1.1% | +57.8% | +48.3% |
| 1Y | +68.5% | +6.7% | +61.8% | +59.5% |
| All | +68.5% | +1.4% | +67.1% | +59.5% |
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