+1,670.4%
STRL vs NIO
-43.5%
+1,713.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.5% | +2.9% |
| 7D | -26.9% | +5.6% | -32.5% | -27.3% |
| 30D | -52.7% | -4.2% | -48.4% | -52.5% |
| 3M | -52.8% | -26.3% | -26.5% | -51.6% |
| 6M | -71.5% | -42.5% | -28.9% | -70.1% |
| YTD | -17.4% | -33.5% | +16.1% | -15.0% |
| 1Y | -35.0% | -52.7% | +17.7% | -31.1% |
| 3Y | +239.2% | -57.5% | +296.7% | +250.1% |
| 5Y | +830.2% | -92.0% | +922.2% | +937.6% |
| All | +1,670.4% | -43.5% | +1,713.9% | +1,475.8% |
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