+11,526.8%
STRL vs NOC
+9,799.6%
+1,727.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.7% | +12.3% | +14.0% |
| 7D | -13.3% | -2.9% | -10.4% | -12.0% |
| 30D | -43.3% | +12.1% | -55.5% | -45.6% |
| 3M | -46.9% | -5.3% | -41.6% | -46.0% |
| 6M | -65.6% | -1.0% | -64.6% | -65.9% |
| YTD | -5.1% | -4.3% | -0.8% | -5.5% |
| 1Y | -23.1% | -3.6% | -19.4% | -23.7% |
| 3Y | +346.8% | +22.9% | +323.9% | +296.1% |
| 5Y | +907.2% | +60.4% | +846.8% | +681.0% |
| 10Y | +3,988.2% | +161.3% | +3,826.9% | +2,518.9% |
| All | +11,526.8% | +9,799.6% | +1,727.2% | +2,890.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling