+7,178.3%
STRL vs NTAP
+583.2%
+6,595.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.3% |
| 7D | +10.1% | +3.3% | +6.8% | +8.4% |
| 30D | -8.2% | -0.2% | -8.0% | -8.2% |
| 3M | -43.7% | +11.4% | -55.1% | -47.0% |
| 6M | +27.1% | +88.7% | -61.6% | -9.9% |
| YTD | +64.0% | +78.9% | -14.9% | +18.2% |
| 1Y | +75.2% | +58.8% | +16.3% | +34.7% |
| 3Y | +539.9% | +153.5% | +386.4% | +287.0% |
| 5Y | +2,133.0% | +136.7% | +1,996.3% | +1,263.9% |
| 10Y | +7,178.3% | +590.2% | +6,588.1% | +2,767.7% |
| All | +7,178.3% | +583.2% | +6,595.1% | +2,767.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling