+952.8%
STRL vs NUE
+150.9%
+801.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.0% |
| 7D | +7.1% | -2.4% | +9.6% | +8.9% |
| 30D | -39.4% | +3.8% | -43.2% | -40.1% |
| 3M | -43.0% | -3.7% | -39.3% | -41.8% |
| 6M | -65.0% | +13.2% | -78.2% | -67.3% |
| YTD | -0.8% | +61.6% | -62.4% | -21.0% |
| 1Y | -20.3% | +83.6% | -103.9% | -40.1% |
| 3Y | +356.5% | +78.6% | +277.9% | +237.7% |
| 5Y | +952.8% | +148.0% | +804.9% | +576.1% |
| All | +952.8% | +150.9% | +801.9% | +576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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