+239.2%
STRL vs NOC
+16.8%
+222.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | -5.8% | -21.1% | -26.9% |
| 30D | -52.7% | +10.9% | -63.6% | -52.5% |
| 3M | -52.8% | -7.1% | -45.7% | -52.6% |
| 6M | -71.5% | -5.3% | -66.1% | -71.2% |
| YTD | -17.4% | -6.8% | -10.6% | -16.7% |
| 1Y | -35.0% | -6.7% | -28.2% | -34.4% |
| 3Y | +239.2% | +17.2% | +222.0% | +232.2% |
| All | +239.2% | +16.8% | +222.4% | +232.2% |
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