+61.6%
STRL vs NTRS
+51.4%
+10.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.4% |
| 7D | +5.0% | +1.4% | +3.7% | +3.7% |
| 30D | -6.9% | -0.7% | -6.3% | -6.3% |
| 3M | -39.1% | +11.3% | -50.4% | -44.9% |
| 6M | +21.5% | +35.5% | -14.0% | -8.2% |
| YTD | +66.9% | +40.6% | +26.3% | +17.5% |
| 1Y | +61.6% | +49.2% | +12.4% | +7.1% |
| All | +61.6% | +51.4% | +10.2% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling