+3,667.9%
STRL vs NOC
+160.0%
+3,507.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +15.7% | +4.8% | +10.8% | +13.9% |
| 30D | -35.5% | +11.0% | -46.5% | -37.6% |
| 3M | -47.1% | -3.8% | -43.3% | -46.6% |
| 6M | -65.8% | +0.6% | -66.4% | -66.2% |
| YTD | -4.5% | -2.3% | -2.2% | -5.6% |
| 1Y | -10.5% | +0.3% | -10.7% | -12.4% |
| 3Y | +340.6% | +24.6% | +316.0% | +283.8% |
| 5Y | +911.0% | +66.0% | +845.0% | +617.5% |
| All | +3,667.9% | +160.0% | +3,507.9% | +2,375.5% |
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