+515.0%
STRL vs NTAP
+148.5%
+366.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -0.8% | +4.2% | +3.8% |
| 30D | -9.2% | -0.5% | -8.7% | -9.2% |
| 3M | -51.0% | +4.1% | -55.1% | -52.4% |
| 6M | +15.8% | +88.0% | -72.2% | -21.5% |
| YTD | +58.9% | +75.6% | -16.7% | +11.1% |
| 1Y | +68.5% | +58.9% | +9.6% | +26.0% |
| All | +515.0% | +148.5% | +366.6% | +295.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling