+539.9%
STRL vs NVT
+193.5%
+346.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | -1.2% |
| 7D | +10.1% | +10.4% | -0.3% | -0.7% |
| 30D | -8.2% | -1.3% | -6.9% | -6.8% |
| 3M | -43.7% | -0.6% | -43.1% | -42.5% |
| 6M | +27.1% | +53.8% | -26.7% | -12.0% |
| YTD | +64.0% | +60.2% | +3.8% | +8.6% |
| 1Y | +75.2% | +76.8% | -1.6% | +7.3% |
| 3Y | +539.9% | +191.2% | +348.7% | +157.4% |
| All | +539.9% | +193.5% | +346.4% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling