+6,906.6%
STRL vs NVS
+180.2%
+6,726.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +5.4% | -15.7% | +21.1% | +10.7% |
| 30D | -9.0% | -11.1% | +2.1% | -6.5% |
| 3M | -37.1% | -7.2% | -29.9% | -36.8% |
| 6M | +17.8% | -12.3% | +30.1% | +21.1% |
| YTD | +58.3% | +2.8% | +55.6% | +53.6% |
| 1Y | +61.0% | +11.9% | +49.1% | +51.0% |
| 3Y | +517.8% | +55.1% | +462.7% | +385.8% |
| 5Y | +2,119.0% | +94.1% | +2,025.0% | +1,419.4% |
| All | +6,906.6% | +180.2% | +6,726.5% | +4,189.1% |
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