+72.7%
STRL vs NSC
+19.4%
+53.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +8.2% | -2.0% | +10.3% | +8.6% |
| 30D | -6.3% | -3.2% | -3.1% | -5.8% |
| 3M | -41.2% | +3.9% | -45.1% | -41.9% |
| 6M | +20.4% | +7.8% | +12.6% | +16.0% |
| YTD | +61.7% | +13.4% | +48.3% | +55.4% |
| 1Y | +72.7% | +20.3% | +52.4% | +62.7% |
| All | +72.7% | +19.4% | +53.3% | +62.7% |
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