+10,012.8%
STRL vs NSC
+4,622.6%
+5,390.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.5% |
| 7D | -26.9% | -6.6% | -20.3% | -25.1% |
| 30D | -52.7% | +2.2% | -54.8% | -53.1% |
| 3M | -52.8% | -6.2% | -46.6% | -51.9% |
| 6M | -71.5% | +1.7% | -73.2% | -71.9% |
| YTD | -17.4% | +12.2% | -29.7% | -21.6% |
| 1Y | -35.0% | +15.4% | -50.4% | -38.9% |
| 3Y | +239.2% | +73.3% | +165.9% | +173.2% |
| 5Y | +830.2% | +24.7% | +805.5% | +735.9% |
| 10Y | +3,574.7% | +324.5% | +3,250.2% | +2,154.1% |
| All | +10,012.8% | +4,622.6% | +5,390.2% | +4,798.4% |
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