+19,359.6%
STRL vs NSC
+4,763.1%
+14,596.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.6% |
| 7D | +3.4% | -5.5% | +8.9% | +5.6% |
| 30D | -9.2% | -3.2% | -6.0% | -8.2% |
| 3M | -51.0% | +7.7% | -58.7% | -52.5% |
| 6M | +15.8% | +4.5% | +11.3% | +13.3% |
| YTD | +58.9% | +15.6% | +43.3% | +49.7% |
| 1Y | +68.5% | +19.8% | +48.7% | +56.5% |
| 3Y | +485.2% | +70.1% | +415.1% | +374.9% |
| 5Y | +2,005.1% | +46.1% | +1,959.0% | +1,690.8% |
| 10Y | +7,118.0% | +328.1% | +6,789.9% | +4,318.9% |
| All | +19,359.6% | +4,763.1% | +14,596.5% | +9,246.5% |
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