+75.2%
STRL vs NOC
-8.3%
+83.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.3% |
| 7D | +10.1% | -2.7% | +12.8% | +9.8% |
| 30D | -8.2% | -8.9% | +0.7% | -9.1% |
| 3M | -43.7% | -3.7% | -40.0% | -43.6% |
| 6M | +27.1% | -30.8% | +57.9% | +38.8% |
| YTD | +64.0% | -7.9% | +71.9% | +60.4% |
| 1Y | +75.2% | -9.4% | +84.6% | +86.3% |
| All | +75.2% | -8.3% | +83.5% | +86.3% |
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