+2,022.6%
STRL vs NWSA
+40.7%
+1,981.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.6% | +6.4% |
| 7D | +3.4% | -1.9% | +5.3% | +4.1% |
| 30D | -9.2% | +4.6% | -13.8% | -11.0% |
| 3M | -51.0% | +13.2% | -64.3% | -54.3% |
| 6M | +15.8% | +27.0% | -11.2% | +0.9% |
| YTD | +58.9% | +16.8% | +42.0% | +43.2% |
| 1Y | +68.5% | +4.5% | +64.0% | +61.8% |
| 3Y | +485.2% | +46.2% | +439.0% | +366.5% |
| All | +2,022.6% | +40.7% | +1,981.9% | +1,599.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling