+7,178.3%
STRL vs NSC
+326.8%
+6,851.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | +10.1% | -1.5% | +11.6% | +11.1% |
| 30D | -8.2% | -1.9% | -6.3% | -7.2% |
| 3M | -43.7% | +6.2% | -49.9% | -46.0% |
| 6M | +27.1% | +9.2% | +17.9% | +19.0% |
| YTD | +64.0% | +15.0% | +49.0% | +48.2% |
| 1Y | +75.2% | +21.1% | +54.1% | +52.9% |
| 3Y | +539.9% | +78.6% | +461.3% | +323.3% |
| 5Y | +2,133.0% | +45.9% | +2,087.1% | +1,538.7% |
| 10Y | +7,178.3% | +326.9% | +6,851.4% | +2,643.5% |
| All | +7,178.3% | +326.8% | +6,851.4% | +2,643.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling