+25,846.1%
STRL vs NTAP
+23,420.6%
+2,425.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | -9.2% | -0.5% | -8.7% | -9.2% |
| 3M | -51.0% | +4.1% | -55.1% | -51.3% |
| 6M | +15.8% | +88.0% | -72.2% | +7.3% |
| YTD | +58.9% | +75.6% | -16.7% | +48.2% |
| 1Y | +68.5% | +58.9% | +9.6% | +59.2% |
| 3Y | +485.2% | +153.6% | +331.6% | +427.7% |
| 5Y | +2,005.1% | +127.6% | +1,877.5% | +1,813.9% |
| 10Y | +7,118.0% | +580.4% | +6,537.6% | +5,904.1% |
| All | +25,846.1% | +23,420.6% | +2,425.5% | +26,261.3% |
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