+1,710.5%
STRL vs NTR
+81.1%
+1,629.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +15.7% | -0.3% | +16.0% | +15.9% |
| 30D | -35.5% | +2.0% | -37.4% | -36.5% |
| 3M | -47.1% | +6.4% | -53.5% | -49.1% |
| 6M | -65.8% | +1.6% | -67.4% | -66.7% |
| YTD | -4.5% | +18.2% | -22.7% | -14.5% |
| 1Y | -10.5% | +23.9% | -34.4% | -22.1% |
| 3Y | +340.6% | +44.7% | +296.0% | +243.9% |
| 5Y | +911.0% | +21.3% | +889.7% | +643.2% |
| All | +1,710.5% | +81.1% | +1,629.3% | +897.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling