-38.7%
NOW vs STRL
-30.1%
-8.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -21.5% | +21.1% | -3.0% |
| 7D | -27.5% | -27.1% | -0.5% | -30.3% |
| 30D | -20.0% | -45.8% | +25.8% | -26.3% |
| 3M | -7.9% | -47.6% | +39.7% | -15.0% |
| 6M | +18.3% | -46.4% | +64.7% | +9.9% |
| YTD | -29.0% | -7.4% | -21.6% | -28.9% |
| 1Y | -38.7% | -25.9% | -12.8% | -38.0% |
| All | -38.7% | -30.1% | -8.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling