+2,082.1%
STRL vs NTRS
+93.2%
+1,988.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.8% |
| 7D | +5.0% | +1.4% | +3.7% | +4.2% |
| 30D | -6.9% | -0.7% | -6.3% | -6.6% |
| 3M | -39.1% | +11.3% | -50.4% | -42.7% |
| 6M | +21.5% | +35.5% | -14.0% | +2.2% |
| YTD | +66.9% | +40.6% | +26.3% | +37.0% |
| 1Y | +61.6% | +49.2% | +12.4% | +28.9% |
| 3Y | +560.0% | +167.2% | +392.8% | +283.6% |
| All | +2,082.1% | +93.2% | +1,988.9% | +1,354.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling