-25.9%
STRL vs NWSA
+18.2%
-44.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.7% | -25.2% | -17.2% |
| 7D | -27.1% | +4.3% | -31.3% | -22.7% |
| 30D | -45.8% | +5.6% | -51.4% | -41.5% |
| 3M | -47.6% | +7.3% | -54.9% | -42.0% |
| 6M | -46.4% | +18.8% | -65.3% | -33.1% |
| YTD | -7.4% | +17.9% | -25.3% | +15.4% |
| 1Y | -25.9% | +19.3% | -45.2% | -7.8% |
| All | -25.9% | +18.2% | -44.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling