+239.2%
STRL vs NTAP
+135.3%
+103.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -26.9% | -15.1% | -11.9% | -19.5% |
| 30D | -52.7% | -28.1% | -24.6% | -43.0% |
| 3M | -52.8% | -11.4% | -41.4% | -49.1% |
| 6M | -71.5% | +52.2% | -123.7% | -77.9% |
| YTD | -17.4% | +60.4% | -77.9% | -38.3% |
| 1Y | -35.0% | +51.0% | -86.0% | -49.4% |
| 3Y | +239.2% | +135.6% | +103.7% | +137.9% |
| All | +239.2% | +135.3% | +103.9% | +137.9% |
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