-64.6%
STRL vs NVD
+37.9%
-102.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.0% | -9.8% | +3.3% |
| 7D | +23.4% | +17.0% | +6.4% | +32.4% |
| 30D | -39.5% | +77.3% | -116.8% | -17.4% |
| 3M | -45.1% | +61.6% | -106.7% | -25.7% |
| 6M | -64.6% | +40.7% | -105.2% | -53.2% |
| All | -64.6% | +37.9% | -102.5% | -53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling