+68.5%
STRL vs NTAP
+61.4%
+7.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | -9.2% | -0.5% | -8.7% | -9.1% |
| 3M | -51.0% | +4.1% | -55.1% | -52.2% |
| 6M | +15.8% | +88.0% | -72.2% | -18.8% |
| YTD | +58.9% | +75.6% | -16.7% | +15.9% |
| 1Y | +68.5% | +58.9% | +9.6% | +39.0% |
| All | +68.5% | +61.4% | +7.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling