+2,125.4%
STRL vs NVS
+89.9%
+2,035.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +8.2% | -15.4% | +23.6% | +10.1% |
| 30D | -6.3% | -12.3% | +6.0% | -5.3% |
| 3M | -41.2% | -7.8% | -33.4% | -41.3% |
| 6M | +20.4% | -13.0% | +33.3% | +21.1% |
| YTD | +61.7% | +2.8% | +58.9% | +59.4% |
| 1Y | +72.7% | +10.6% | +62.1% | +68.5% |
| 3Y | +530.9% | +55.1% | +475.9% | +448.5% |
| 5Y | +2,125.4% | +91.7% | +2,033.7% | +1,616.0% |
| All | +2,125.4% | +89.9% | +2,035.5% | +1,616.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling