-71.5%
STRL vs NSC
+2.4%
-73.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +2.9% |
| 7D | -26.9% | -6.6% | -20.3% | -27.7% |
| 30D | -52.7% | +2.2% | -54.8% | -52.0% |
| 3M | -52.8% | -6.2% | -46.6% | -53.4% |
| 6M | -71.5% | +1.7% | -73.2% | -70.8% |
| All | -71.5% | +2.4% | -73.9% | -70.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling