+6,906.6%
STRL vs NVMI
+3,108.0%
+3,798.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.1% |
| 7D | +5.4% | +3.8% | +1.6% | +3.6% |
| 30D | -9.0% | -7.6% | -1.4% | -5.3% |
| 3M | -37.1% | -28.0% | -9.1% | -26.2% |
| 6M | +17.8% | -15.3% | +33.1% | +30.7% |
| YTD | +58.3% | +11.5% | +46.9% | +57.0% |
| 1Y | +61.0% | +31.6% | +29.4% | +50.9% |
| 3Y | +517.8% | +207.0% | +310.8% | +308.4% |
| 5Y | +2,119.0% | +262.8% | +1,856.2% | +1,234.5% |
| All | +6,906.6% | +3,108.0% | +3,798.7% | +2,750.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVMI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling