+45,687.3%
STRL vs NVS
+1,269.4%
+44,417.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +6.4% |
| 7D | +3.4% | +4.0% | -0.6% | +1.7% |
| 30D | -9.2% | +3.6% | -12.8% | -10.7% |
| 3M | -51.0% | +7.8% | -58.9% | -52.8% |
| 6M | +15.8% | -0.2% | +15.9% | +15.1% |
| YTD | +58.9% | +19.6% | +39.3% | +47.7% |
| 1Y | +68.5% | +28.4% | +40.1% | +52.3% |
| 3Y | +485.2% | +76.2% | +409.0% | +357.8% |
| 5Y | +2,005.1% | +111.1% | +1,894.0% | +1,421.8% |
| 10Y | +7,118.0% | +224.3% | +6,893.7% | +4,313.5% |
| All | +45,687.3% | +1,269.4% | +44,417.9% | +16,783.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling