+3,667.9%
STRL vs NVS
+260.1%
+3,407.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +15.7% | -1.3% | +16.9% | +16.1% |
| 30D | -35.5% | +9.3% | -44.7% | -37.4% |
| 3M | -47.1% | +5.8% | -52.9% | -48.8% |
| 6M | -65.8% | +7.2% | -73.0% | -67.3% |
| YTD | -4.5% | +20.0% | -24.5% | -12.1% |
| 1Y | -10.5% | +25.4% | -35.9% | -18.9% |
| 3Y | +340.6% | +89.2% | +251.4% | +222.2% |
| 5Y | +911.0% | +134.6% | +776.4% | +545.0% |
| All | +3,667.9% | +260.1% | +3,407.8% | +2,015.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling