-25.9%
STRL vs NVS
+37.6%
-63.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.6% | -25.0% | -21.0% |
| 7D | -27.1% | +5.7% | -32.8% | -26.6% |
| 30D | -45.8% | +17.1% | -62.9% | -45.5% |
| 3M | -47.6% | +7.6% | -55.3% | -47.6% |
| 6M | -46.4% | +14.1% | -60.5% | -49.4% |
| YTD | -7.4% | +23.3% | -30.7% | -10.3% |
| 1Y | -25.9% | +36.0% | -61.8% | -30.9% |
| All | -25.9% | +37.6% | -63.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling