+3,877.5%
STRL vs NOC
+158.6%
+3,718.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -19.8% | -0.3% | -19.5% | -19.4% |
| 30D | -43.6% | +14.1% | -57.7% | -45.9% |
| 3M | -45.2% | -4.6% | -40.6% | -44.4% |
| 6M | -65.7% | +0.7% | -66.5% | -66.2% |
| YTD | -5.4% | -2.6% | -2.8% | -6.5% |
| 1Y | -24.7% | -1.0% | -23.7% | -26.0% |
| 3Y | +335.0% | +24.5% | +310.5% | +278.8% |
| 5Y | +915.3% | +64.3% | +851.0% | +623.4% |
| 10Y | +3,877.5% | +162.8% | +3,714.7% | +2,473.4% |
| All | +3,877.5% | +158.6% | +3,718.8% | +2,473.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling