-25.9%
STRL vs NSC
+24.4%
-50.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.9% | -22.4% | -21.5% |
| 7D | -27.1% | +1.8% | -28.8% | -27.2% |
| 30D | -45.8% | +8.8% | -54.6% | -46.4% |
| 3M | -47.6% | +1.2% | -48.9% | -47.7% |
| 6M | -46.4% | +11.3% | -57.8% | -48.1% |
| YTD | -7.4% | +20.7% | -28.1% | -11.4% |
| 1Y | -25.9% | +23.4% | -49.3% | -30.0% |
| All | -25.9% | +24.4% | -50.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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