+2,912.3%
STRL vs NTR
+100.5%
+2,811.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.3% | +6.4% |
| 7D | +3.4% | +8.1% | -4.7% | -0.1% |
| 30D | -9.2% | +18.8% | -28.0% | -15.9% |
| 3M | -51.0% | +16.2% | -67.3% | -54.6% |
| 6M | +15.8% | +9.8% | +6.0% | +8.9% |
| YTD | +58.9% | +30.9% | +28.0% | +37.4% |
| 1Y | +68.5% | +41.8% | +26.8% | +39.1% |
| 3Y | +485.2% | +35.8% | +449.4% | +378.2% |
| 5Y | +2,005.1% | +51.0% | +1,954.1% | +1,270.3% |
| All | +2,912.3% | +100.5% | +2,811.8% | +1,503.2% |
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 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