+6,906.6%
STRL vs NOC
+192.5%
+6,714.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.3% |
| 7D | +5.4% | -1.8% | +7.2% | +6.0% |
| 30D | -9.0% | -9.4% | +0.5% | -6.0% |
| 3M | -37.1% | -3.8% | -33.2% | -36.8% |
| 6M | +17.8% | -28.8% | +46.6% | +32.0% |
| YTD | +58.3% | -7.9% | +66.2% | +59.6% |
| 1Y | +61.0% | -9.0% | +70.1% | +63.0% |
| 3Y | +517.8% | +29.1% | +488.8% | +420.2% |
| 5Y | +2,119.0% | +58.9% | +2,060.1% | +1,473.3% |
| All | +6,906.6% | +192.5% | +6,714.2% | +3,714.9% |
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