+526.2%
STRL vs NTRS
+165.3%
+360.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -3.1% |
| 7D | +5.4% | +0.3% | +5.1% | +5.1% |
| 30D | -9.0% | +0.2% | -9.1% | -9.1% |
| 3M | -37.1% | +13.2% | -50.3% | -42.5% |
| 6M | +17.8% | +36.9% | -19.1% | -6.3% |
| YTD | +58.3% | +39.1% | +19.2% | +23.7% |
| 1Y | +61.0% | +50.4% | +10.6% | +19.6% |
| All | +526.2% | +165.3% | +360.9% | +199.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling