+515.0%
STRL vs NSC
+77.4%
+437.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.5% |
| 7D | +3.4% | -5.5% | +8.9% | +6.1% |
| 30D | -9.2% | -3.2% | -6.0% | -8.0% |
| 3M | -51.0% | +7.7% | -58.7% | -53.0% |
| 6M | +15.8% | +4.5% | +11.3% | +12.3% |
| YTD | +58.9% | +15.6% | +43.3% | +46.3% |
| 1Y | +68.5% | +19.8% | +48.7% | +52.0% |
| All | +515.0% | +77.4% | +437.7% | +346.9% |
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