+19,359.6%
STRL vs NOC
+9,357.2%
+10,002.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.5% | +8.3% | +6.6% |
| 7D | +3.4% | -5.2% | +8.6% | +5.3% |
| 30D | -9.2% | -7.2% | -2.0% | -7.1% |
| 3M | -51.0% | -5.1% | -45.9% | -50.6% |
| 6M | +15.8% | -31.1% | +46.8% | +30.4% |
| YTD | +58.9% | -8.6% | +67.4% | +60.8% |
| 1Y | +68.5% | -9.7% | +78.2% | +71.2% |
| 3Y | +485.2% | +24.3% | +460.9% | +413.0% |
| 5Y | +2,005.1% | +52.6% | +1,952.5% | +1,556.7% |
| 10Y | +7,118.0% | +183.6% | +6,934.4% | +4,395.2% |
| All | +19,359.6% | +9,357.2% | +10,002.4% | +4,991.6% |
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