+346.8%
STRL vs NIO
-56.4%
+403.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.6% | +14.4% | +14.9% |
| 7D | -13.3% | +6.9% | -20.2% | -14.1% |
| 30D | -43.3% | -4.7% | -38.6% | -43.0% |
| 3M | -46.9% | -28.1% | -18.8% | -44.9% |
| 6M | -65.6% | -41.7% | -23.9% | -63.5% |
| YTD | -5.1% | -33.1% | +28.1% | -1.6% |
| 1Y | -23.1% | -50.3% | +27.2% | -18.2% |
| 3Y | +346.8% | -54.4% | +401.2% | +365.4% |
| All | +346.8% | -56.4% | +403.2% | +365.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling