-21.5%
NOW vs STLA
-74.3%
+52.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.6% | -2.6% |
| 7D | -8.7% | -4.9% | -3.8% | -8.1% |
| 30D | -29.3% | -4.9% | -24.4% | -28.9% |
| 3M | -21.8% | -23.7% | +1.8% | -18.9% |
| 6M | +9.2% | -45.0% | +54.2% | +17.9% |
| YTD | -35.0% | -60.9% | +25.9% | -26.6% |
| 1Y | -42.5% | -58.9% | +16.4% | -35.8% |
| 3Y | -21.5% | -74.4% | +52.9% | -20.3% |
| All | -21.5% | -74.3% | +52.7% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling