+2,574.7%
STRL vs NVT
+498.9%
+2,075.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.2% | +1.8% |
| 7D | +7.1% | +3.5% | +3.7% | +4.6% |
| 30D | -39.4% | -28.2% | -11.2% | -19.1% |
| 3M | -43.0% | -30.1% | -12.9% | -22.0% |
| 6M | -65.0% | -32.5% | -32.5% | -49.7% |
| YTD | -0.8% | +15.2% | -16.0% | -3.2% |
| 1Y | -20.3% | +7.2% | -27.5% | -17.1% |
| 3Y | +356.5% | +134.2% | +222.3% | +178.9% |
| 5Y | +952.8% | +238.3% | +714.5% | +401.6% |
| All | +2,574.7% | +498.9% | +2,075.8% | +923.3% |
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