-26.4%
NOW vs STLA
-70.1%
+43.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | -4.5% | +1.5% | -1.9% |
| 30D | -26.0% | -3.9% | -22.1% | -25.7% |
| 3M | -13.1% | -20.2% | +7.1% | -8.5% |
| 6M | +14.5% | -42.2% | +56.7% | +29.9% |
| YTD | -33.4% | -59.3% | +25.9% | -18.1% |
| 1Y | -40.6% | -56.1% | +15.4% | -29.0% |
| 3Y | -16.3% | -73.7% | +57.3% | +9.0% |
| All | -26.4% | -70.1% | +43.7% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling