+537.7%
STRL vs NVD
-99.2%
+636.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -0.8% |
| 7D | +8.2% | +0.5% | +7.7% | +8.4% |
| 30D | -6.3% | -9.3% | +3.0% | -7.9% |
| 3M | -41.2% | -22.1% | -19.1% | -43.3% |
| 6M | +20.4% | -45.8% | +66.2% | +7.5% |
| YTD | +61.7% | -46.7% | +108.4% | +46.5% |
| 1Y | +72.7% | -59.5% | +132.2% | +50.9% |
| 3Y | +530.9% | -99.2% | +630.1% | +248.5% |
| All | +537.7% | -99.2% | +636.8% | +252.2% |
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