+515.0%
STRL vs NOC
+27.2%
+487.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.5% | +8.3% | +5.7% |
| 7D | +3.4% | -5.2% | +8.6% | +3.3% |
| 30D | -9.2% | -7.2% | -2.0% | -9.3% |
| 3M | -51.0% | -5.1% | -45.9% | -51.0% |
| 6M | +15.8% | -31.1% | +46.8% | +19.9% |
| YTD | +58.9% | -8.6% | +67.4% | +59.7% |
| 1Y | +68.5% | -9.7% | +78.2% | +69.9% |
| All | +515.0% | +27.2% | +487.8% | +535.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling