+915.3%
STRL vs NVT
+227.9%
+687.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +1.3% |
| 7D | -19.8% | -13.0% | -6.8% | -6.4% |
| 30D | -43.6% | -32.7% | -10.8% | -15.7% |
| 3M | -45.2% | -30.6% | -14.6% | -20.5% |
| 6M | -65.7% | -33.6% | -32.1% | -47.0% |
| YTD | -5.4% | +11.0% | -16.5% | -6.3% |
| 1Y | -24.7% | +0.8% | -25.5% | -17.9% |
| 3Y | +335.0% | +125.7% | +209.4% | +144.6% |
| 5Y | +915.3% | +231.1% | +684.2% | +306.3% |
| All | +915.3% | +227.9% | +687.4% | +306.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling