+61.6%
STRL vs NVS
+10.8%
+50.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | +5.0% | -14.3% | +19.3% | +5.7% |
| 30D | -6.9% | -10.0% | +3.0% | -7.3% |
| 3M | -39.1% | -10.9% | -28.2% | -39.6% |
| 6M | +21.5% | -12.0% | +33.5% | +18.7% |
| YTD | +66.9% | +2.5% | +64.4% | +66.0% |
| 1Y | +61.6% | +10.7% | +51.0% | +63.6% |
| All | +61.6% | +10.8% | +50.8% | +63.6% |
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