-25.9%
STRL vs NVT
+3.0%
-28.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -12.7% | -8.7% | -5.7% |
| 7D | -27.1% | -19.5% | -7.6% | -3.6% |
| 30D | -45.8% | -32.4% | -13.4% | -11.4% |
| 3M | -47.6% | -30.3% | -17.3% | -18.2% |
| 6M | -46.4% | -30.4% | -16.0% | -13.7% |
| YTD | -7.4% | +11.3% | -18.7% | -16.3% |
| 1Y | -25.9% | +3.6% | -29.4% | -23.8% |
| All | -25.9% | +3.0% | -28.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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