+13,383.7%
STRL vs NTAP
+21,390.5%
-8,006.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -26.9% | -15.1% | -11.9% | -25.3% |
| 30D | -52.7% | -28.1% | -24.6% | -50.6% |
| 3M | -52.8% | -11.4% | -41.4% | -52.0% |
| 6M | -71.5% | +52.2% | -123.7% | -72.8% |
| YTD | -17.4% | +60.4% | -77.9% | -21.9% |
| 1Y | -35.0% | +51.0% | -86.0% | -38.0% |
| 3Y | +239.2% | +135.6% | +103.7% | +209.8% |
| 5Y | +830.2% | +107.5% | +722.6% | +758.4% |
| 10Y | +3,574.7% | +608.6% | +2,966.1% | +2,977.1% |
| All | +13,383.7% | +21,390.5% | -8,006.8% | +13,798.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling