+499.2%
NOW vs STRL
+3,580.1%
-3,080.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | -3.0% | -26.9% | +23.9% | -0.3% |
| 30D | -26.0% | -52.7% | +26.6% | -20.7% |
| 3M | -13.1% | -52.8% | +39.7% | -7.3% |
| 6M | +14.5% | -71.5% | +86.0% | +26.9% |
| YTD | -33.4% | -17.4% | -16.0% | -39.5% |
| 1Y | -40.6% | -35.0% | -5.7% | -44.1% |
| 3Y | -16.3% | +239.2% | -255.5% | -45.0% |
| 5Y | -26.3% | +830.2% | -856.5% | -60.5% |
| All | +499.2% | +3,580.1% | -3,080.9% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling