-25.9%
STRL vs NOC
-7.1%
-18.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.5% | -16.9% | -22.1% |
| 7D | -27.1% | -5.0% | -22.1% | -27.7% |
| 30D | -45.8% | +10.3% | -56.1% | -44.3% |
| 3M | -47.6% | -4.3% | -43.3% | -47.5% |
| 6M | -46.4% | -6.5% | -39.9% | -45.5% |
| YTD | -7.4% | -6.7% | -0.6% | -9.5% |
| 1Y | -25.9% | -7.5% | -18.4% | -27.4% |
| All | -25.9% | -7.1% | -18.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling