+61.0%
STRL vs NTR
+41.6%
+19.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.1% |
| 7D | +5.4% | -2.5% | +7.9% | +5.4% |
| 30D | -9.0% | +17.0% | -26.0% | -8.8% |
| 3M | -37.1% | +22.2% | -59.2% | -37.4% |
| 6M | +17.8% | +5.2% | +12.6% | +18.2% |
| YTD | +58.3% | +29.7% | +28.7% | +57.9% |
| 1Y | +61.0% | +39.4% | +21.6% | +62.1% |
| All | +61.0% | +41.6% | +19.4% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling