+7,301.3%
STRL vs NWSA
+144.0%
+7,157.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +8.2% | -3.1% | +11.3% | +9.7% |
| 30D | -6.3% | +4.3% | -10.6% | -8.5% |
| 3M | -41.2% | +9.2% | -50.4% | -45.1% |
| 6M | +20.4% | +21.6% | -1.2% | +4.9% |
| YTD | +61.7% | +14.2% | +47.5% | +43.9% |
| 1Y | +72.7% | +1.8% | +71.0% | +63.5% |
| 3Y | +530.9% | +44.4% | +486.5% | +390.5% |
| 5Y | +2,125.4% | +41.0% | +2,084.4% | +1,602.0% |
| 10Y | +7,301.3% | +150.0% | +7,151.3% | +3,652.1% |
| All | +7,301.3% | +144.0% | +7,157.3% | +3,652.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling