+340.6%
STRL vs NIO
-60.1%
+400.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.9% | -2.4% |
| 7D | +15.7% | -14.5% | +30.1% | +17.9% |
| 30D | -35.5% | -15.0% | -20.5% | -34.2% |
| 3M | -47.1% | -35.6% | -11.6% | -44.4% |
| 6M | -65.8% | -55.7% | -10.1% | -62.6% |
| YTD | -4.5% | -43.1% | +38.6% | +0.9% |
| 1Y | -10.5% | -53.5% | +43.1% | -3.7% |
| 3Y | +340.6% | -59.8% | +400.4% | +370.2% |
| All | +340.6% | -60.1% | +400.7% | +370.2% |
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