+4,168.1%
STRL vs NVT
+694.8%
+3,473.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.4% |
| 7D | +5.4% | +2.0% | +3.4% | +3.7% |
| 30D | -9.0% | -7.2% | -1.8% | -3.1% |
| 3M | -37.1% | -0.9% | -36.1% | -35.4% |
| 6M | +17.8% | +42.6% | -24.8% | -5.6% |
| YTD | +58.3% | +52.9% | +5.4% | +20.2% |
| 1Y | +61.0% | +64.5% | -3.5% | +17.4% |
| 3Y | +517.8% | +178.0% | +339.8% | +216.3% |
| 5Y | +2,119.0% | +402.8% | +1,716.3% | +665.2% |
| All | +4,168.1% | +694.8% | +3,473.3% | +1,170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling