+2,133.0%
STRL vs NUE
+142.0%
+1,991.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.1% |
| 7D | +10.1% | +1.8% | +8.3% | +9.1% |
| 30D | -8.2% | -6.0% | -2.2% | -5.6% |
| 3M | -43.7% | +1.4% | -45.1% | -44.8% |
| 6M | +27.1% | +52.8% | -25.7% | +3.9% |
| YTD | +64.0% | +58.1% | +5.9% | +31.7% |
| 1Y | +75.2% | +80.4% | -5.3% | +32.3% |
| 3Y | +539.9% | +62.3% | +477.6% | +391.3% |
| 5Y | +2,133.0% | +146.2% | +1,986.8% | +1,340.1% |
| All | +2,133.0% | +142.0% | +1,991.0% | +1,340.1% |
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