+19,988.0%
STRL vs NTRS
+5,596.0%
+14,392.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.2% | +3.6% |
| 7D | +10.1% | +1.7% | +8.4% | +9.4% |
| 30D | -8.2% | +0.1% | -8.3% | -8.3% |
| 3M | -43.7% | +9.8% | -53.5% | -45.6% |
| 6M | +27.1% | +34.7% | -7.5% | +13.9% |
| YTD | +64.0% | +37.4% | +26.6% | +45.6% |
| 1Y | +75.2% | +48.2% | +27.0% | +51.7% |
| 3Y | +539.9% | +163.5% | +376.4% | +347.5% |
| 5Y | +2,133.0% | +88.2% | +2,044.8% | +1,631.9% |
| 10Y | +7,178.3% | +246.8% | +6,931.4% | +4,562.7% |
| All | +19,988.0% | +5,596.0% | +14,392.0% | +8,699.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling