+515.0%
STRL vs NWSA
+46.6%
+468.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.6% | +6.0% |
| 7D | +3.4% | -1.9% | +5.3% | +3.7% |
| 30D | -9.2% | +4.6% | -13.8% | -10.0% |
| 3M | -51.0% | +13.2% | -64.3% | -52.8% |
| 6M | +15.8% | +27.0% | -11.2% | +4.4% |
| YTD | +58.9% | +16.8% | +42.0% | +48.8% |
| 1Y | +68.5% | +4.5% | +64.0% | +71.3% |
| All | +515.0% | +46.6% | +468.4% | +392.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling