+2,902.2%
STRL vs NTR
+98.7%
+2,803.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.1% |
| 7D | +5.4% | -2.5% | +7.9% | +6.5% |
| 30D | -9.0% | +17.0% | -26.0% | -15.1% |
| 3M | -37.1% | +22.2% | -59.2% | -43.0% |
| 6M | +17.8% | +5.2% | +12.6% | +13.0% |
| YTD | +58.3% | +29.7% | +28.7% | +37.5% |
| 1Y | +61.0% | +39.4% | +21.6% | +33.9% |
| 3Y | +517.8% | +38.2% | +479.6% | +400.0% |
| 5Y | +2,119.0% | +47.6% | +2,071.4% | +1,366.2% |
| All | +2,902.2% | +98.7% | +2,803.6% | +1,504.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling