+506.3%
NOW vs STLA
+12.4%
+494.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.6% | -2.1% |
| 7D | -8.7% | -4.9% | -3.8% | -7.5% |
| 30D | -29.3% | -4.9% | -24.4% | -28.7% |
| 3M | -21.8% | -23.7% | +1.8% | -16.6% |
| 6M | +9.2% | -45.0% | +54.2% | +26.6% |
| YTD | -35.0% | -60.9% | +25.9% | -18.7% |
| 1Y | -42.5% | -58.9% | +16.4% | -29.5% |
| 3Y | -21.5% | -74.4% | +52.9% | +4.6% |
| 5Y | -25.8% | -71.5% | +45.8% | -7.9% |
| 10Y | +506.3% | +5.3% | +501.1% | +374.5% |
| All | +506.3% | +12.4% | +494.0% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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