+784.6%
STRL vs NTAP
+106.9%
+677.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -26.9% | -15.1% | -11.9% | -19.7% |
| 30D | -52.7% | -28.1% | -24.6% | -43.2% |
| 3M | -52.8% | -11.4% | -41.4% | -49.2% |
| 6M | -71.5% | +52.2% | -123.7% | -77.7% |
| YTD | -17.4% | +60.4% | -77.9% | -37.9% |
| 1Y | -35.0% | +51.0% | -86.0% | -49.2% |
| 3Y | +239.2% | +135.6% | +103.7% | +111.7% |
| All | +784.6% | +106.9% | +677.7% | +470.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling