+539.9%
STRL vs NVS
+55.0%
+484.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -13.9% | +17.2% | +2.2% |
| 7D | +10.1% | -14.6% | +24.7% | +8.9% |
| 30D | -8.2% | -11.9% | +3.7% | -8.9% |
| 3M | -43.7% | -6.0% | -37.7% | -44.3% |
| 6M | +27.1% | -11.4% | +38.5% | +24.9% |
| YTD | +64.0% | +2.9% | +61.1% | +65.6% |
| 1Y | +75.2% | +10.2% | +64.9% | +79.4% |
| 3Y | +539.9% | +55.3% | +484.6% | +558.9% |
| All | +539.9% | +55.0% | +484.9% | +558.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling