+239.2%
STRL vs NSC
+74.1%
+165.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.7% |
| 7D | -26.9% | -6.6% | -20.3% | -24.7% |
| 30D | -52.7% | +2.2% | -54.8% | -53.2% |
| 3M | -52.8% | -6.2% | -46.6% | -51.6% |
| 6M | -71.5% | +1.7% | -73.2% | -72.1% |
| YTD | -17.4% | +12.2% | -29.7% | -23.3% |
| 1Y | -35.0% | +15.4% | -50.4% | -40.5% |
| 3Y | +239.2% | +73.3% | +165.9% | +120.6% |
| All | +239.2% | +74.1% | +165.2% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling