+1,947.5%
STRL vs NIO
-51.7%
+1,999.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.9% | -2.6% |
| 7D | +15.7% | -14.5% | +30.1% | +17.2% |
| 30D | -35.5% | -15.0% | -20.5% | -34.6% |
| 3M | -47.1% | -35.6% | -11.6% | -45.1% |
| 6M | -65.8% | -55.7% | -10.1% | -63.3% |
| YTD | -4.5% | -43.1% | +38.6% | -0.3% |
| 1Y | -10.5% | -53.5% | +43.1% | -5.0% |
| 3Y | +340.6% | -59.8% | +400.4% | +357.4% |
| 5Y | +911.0% | -93.2% | +1,004.2% | +1,044.3% |
| All | +1,947.5% | -51.7% | +1,999.2% | +1,747.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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