+952.8%
STRL vs NIO
-92.1%
+1,044.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +5.1% |
| 7D | +7.1% | -1.8% | +8.9% | +7.4% |
| 30D | -39.4% | -6.6% | -32.7% | -38.9% |
| 3M | -43.0% | -29.9% | -13.1% | -40.5% |
| 6M | -65.0% | -46.6% | -18.4% | -62.4% |
| YTD | -0.8% | -36.5% | +35.7% | +3.8% |
| 1Y | -20.3% | -51.1% | +30.8% | -14.2% |
| 3Y | +356.5% | -55.2% | +411.8% | +374.0% |
| 5Y | +952.8% | -92.3% | +1,045.2% | +1,150.7% |
| All | +952.8% | -92.1% | +1,044.9% | +1,150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling