-24.4%
STRL vs NOC
-3.0%
-21.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.7% | +12.3% | +15.2% |
| 7D | -13.3% | -2.9% | -10.4% | -14.0% |
| 30D | -43.3% | +12.1% | -55.5% | -41.8% |
| 3M | -46.9% | -5.3% | -41.6% | -46.9% |
| 6M | -65.6% | -1.0% | -64.6% | -65.0% |
| YTD | -5.1% | -4.3% | -0.8% | -9.0% |
| All | -24.4% | -3.0% | -21.4% | -28.5% |
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 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