+514.0%
NOW vs STLA
-4.1%
+518.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +0.3% | -13.8% | +14.0% | +4.2% |
| 30D | -27.0% | -10.5% | -16.4% | -25.2% |
| 3M | -19.6% | -28.9% | +9.2% | -12.6% |
| 6M | +17.5% | -49.7% | +67.2% | +39.5% |
| YTD | -33.3% | -64.9% | +31.7% | -14.1% |
| 1Y | -39.8% | -64.0% | +24.2% | -23.4% |
| 3Y | -19.9% | -77.4% | +57.5% | +10.6% |
| 5Y | -26.1% | -74.4% | +48.4% | -5.5% |
| All | +514.0% | -4.1% | +518.1% | +321.5% |
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