+7,285.0%
STRL vs NTRS
+259.9%
+7,025.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.7% |
| 7D | +5.0% | +1.4% | +3.7% | +4.1% |
| 30D | -6.9% | -0.7% | -6.3% | -6.5% |
| 3M | -39.1% | +11.3% | -50.4% | -43.1% |
| 6M | +21.5% | +35.5% | -14.0% | +0.1% |
| YTD | +66.9% | +40.6% | +26.3% | +33.7% |
| 1Y | +61.6% | +49.2% | +12.4% | +25.2% |
| 3Y | +560.0% | +167.2% | +392.8% | +247.7% |
| 5Y | +2,238.9% | +94.9% | +2,143.9% | +1,342.7% |
| All | +7,285.0% | +259.9% | +7,025.0% | +3,069.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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