+3,877.5%
STRL vs NWSA
+149.3%
+3,728.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -19.8% | -9.7% | -10.1% | -16.0% |
| 30D | -43.6% | -8.6% | -34.9% | -41.4% |
| 3M | -45.2% | -6.3% | -38.9% | -44.3% |
| 6M | -65.7% | -1.2% | -64.5% | -67.0% |
| YTD | -5.4% | +2.6% | -8.1% | -12.4% |
| 1Y | -24.7% | 0.0% | -24.7% | -29.2% |
| 3Y | +335.0% | +30.1% | +305.0% | +251.4% |
| 5Y | +915.3% | +18.3% | +897.0% | +742.2% |
| 10Y | +3,877.5% | +149.3% | +3,728.1% | +2,001.1% |
| All | +3,877.5% | +149.3% | +3,728.1% | +2,001.1% |
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