+2,022.6%
STRL vs NSC
+46.2%
+1,976.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.5% |
| 7D | +3.4% | -5.5% | +8.9% | +6.3% |
| 30D | -9.2% | -3.2% | -6.0% | -7.9% |
| 3M | -51.0% | +7.7% | -58.7% | -53.1% |
| 6M | +15.8% | +4.5% | +11.3% | +12.2% |
| YTD | +58.9% | +15.6% | +43.3% | +45.9% |
| 1Y | +68.5% | +19.8% | +48.7% | +51.5% |
| 3Y | +485.2% | +70.1% | +415.1% | +327.9% |
| All | +2,022.6% | +46.2% | +1,976.3% | +1,545.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling