+539.9%
STRL vs NVD
-99.2%
+639.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.9% | -0.7% | +4.4% |
| 7D | +10.1% | -7.7% | +17.8% | +7.6% |
| 30D | -8.2% | -5.8% | -2.4% | -8.6% |
| 3M | -43.7% | -23.2% | -20.5% | -46.0% |
| 6M | +27.1% | -49.7% | +76.8% | +11.1% |
| YTD | +64.0% | -47.7% | +111.7% | +47.7% |
| 1Y | +75.2% | -61.3% | +136.5% | +50.9% |
| 3Y | +539.9% | -99.2% | +639.1% | +255.4% |
| All | +539.9% | -99.2% | +639.1% | +255.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling