+11,482.4%
STRL vs NSC
+4,760.5%
+6,721.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -19.8% | -3.4% | -16.4% | -18.7% |
| 30D | -43.6% | +3.6% | -47.2% | -44.3% |
| 3M | -45.2% | -1.4% | -43.8% | -45.0% |
| 6M | -65.7% | +6.0% | -71.7% | -66.7% |
| YTD | -5.4% | +15.5% | -20.9% | -11.0% |
| 1Y | -24.7% | +16.2% | -40.9% | -29.3% |
| 3Y | +335.0% | +76.9% | +258.1% | +247.9% |
| 5Y | +915.3% | +29.3% | +886.0% | +801.3% |
| 10Y | +3,877.5% | +298.3% | +3,579.2% | +2,382.2% |
| All | +11,482.4% | +4,760.5% | +6,721.9% | +5,456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling