+3,146.3%
STRL vs NWSA
+101.5%
+3,044.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | +7.1% | -12.2% | +19.3% | +13.5% |
| 30D | -39.4% | -8.7% | -30.7% | -37.3% |
| 3M | -43.0% | -6.0% | -37.0% | -42.1% |
| 6M | -65.0% | -0.3% | -64.7% | -66.2% |
| YTD | -0.8% | +3.5% | -4.3% | -7.5% |
| 1Y | -20.3% | +0.8% | -21.1% | -24.7% |
| 3Y | +356.5% | +31.1% | +325.4% | +279.3% |
| 5Y | +952.8% | +18.8% | +934.1% | +796.7% |
| 10Y | +3,877.1% | +147.9% | +3,729.2% | +2,231.9% |
| All | +3,146.3% | +101.5% | +3,044.8% | +1,909.9% |
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