+291.3%
STRL vs NVD
-98.7%
+390.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.8% | +10.7% | +3.1% |
| 7D | +7.1% | +27.3% | -20.2% | +17.2% |
| 30D | -39.4% | +59.9% | -99.3% | -27.5% |
| 3M | -43.0% | +39.4% | -82.4% | -33.3% |
| 6M | -65.0% | +27.6% | -92.6% | -58.6% |
| YTD | -0.8% | -17.9% | +17.1% | +7.0% |
| 1Y | -20.3% | -14.5% | -5.8% | -11.5% |
| 3Y | +356.5% | -98.6% | +455.1% | +211.4% |
| All | +291.3% | -98.7% | +390.0% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling