+1,935.5%
STRL vs NIO
-43.2%
+1,978.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.6% | +14.4% | +14.9% |
| 7D | -13.3% | +6.9% | -20.2% | -13.9% |
| 30D | -43.3% | -4.7% | -38.6% | -43.1% |
| 3M | -46.9% | -28.1% | -18.8% | -45.4% |
| 6M | -65.6% | -41.7% | -23.9% | -64.0% |
| YTD | -5.1% | -33.1% | +28.1% | -2.3% |
| 1Y | -23.1% | -50.3% | +27.2% | -18.9% |
| 3Y | +346.8% | -54.4% | +401.2% | +358.6% |
| 5Y | +907.2% | -91.6% | +998.8% | +1,020.3% |
| All | +1,935.5% | -43.2% | +1,978.7% | +1,710.9% |
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