+2,601.1%
STRL vs NWSA
+98.2%
+2,502.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -26.9% | -9.4% | -17.5% | -24.0% |
| 30D | -52.7% | -7.8% | -44.9% | -51.3% |
| 3M | -52.8% | -10.8% | -42.1% | -51.1% |
| 6M | -71.5% | +1.1% | -72.5% | -72.7% |
| YTD | -17.4% | +1.8% | -19.2% | -22.5% |
| 1Y | -35.0% | +6.0% | -41.0% | -40.4% |
| 3Y | +239.2% | +24.6% | +214.6% | +188.7% |
| 5Y | +830.2% | +13.1% | +817.0% | +709.0% |
| 10Y | +3,574.7% | +148.5% | +3,426.2% | +2,058.5% |
| All | +2,601.1% | +98.2% | +2,502.9% | +1,583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling