+12,054.0%
STRL vs NI
+4,580.2%
+7,473.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.7% |
| 7D | +7.1% | +0.6% | +6.5% | +7.1% |
| 30D | -39.4% | +11.2% | -50.6% | -41.9% |
| 3M | -43.0% | +9.2% | -52.1% | -44.9% |
| 6M | -65.0% | -1.8% | -63.2% | -64.9% |
| YTD | -0.8% | +12.0% | -12.8% | -5.4% |
| 1Y | -20.3% | +6.4% | -26.7% | -22.3% |
| 3Y | +356.5% | +99.4% | +257.1% | +251.6% |
| 5Y | +952.8% | +113.1% | +839.7% | +682.9% |
| 10Y | +3,877.1% | +192.3% | +3,684.8% | +2,513.8% |
| All | +12,054.0% | +4,580.2% | +7,473.8% | +3,826.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling