+4,182.5%
STRL vs NVT
+699.2%
+3,483.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +3.7% |
| 7D | +3.4% | +5.1% | -1.7% | -0.6% |
| 30D | -9.2% | -3.7% | -5.5% | -6.2% |
| 3M | -51.0% | -10.1% | -40.9% | -45.5% |
| 6M | +15.8% | +37.5% | -21.7% | -4.7% |
| YTD | +58.9% | +53.7% | +5.1% | +20.1% |
| 1Y | +68.5% | +70.9% | -2.3% | +19.5% |
| 3Y | +485.2% | +180.4% | +304.8% | +197.6% |
| 5Y | +2,005.1% | +393.5% | +1,611.6% | +633.7% |
| All | +4,182.5% | +699.2% | +3,483.2% | +1,169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling