+504.4%
NOW vs STRL
+3,816.9%
-3,312.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -1.7% | +23.4% | -25.1% | -3.8% |
| 30D | -27.4% | -39.5% | +12.1% | -24.1% |
| 3M | -19.4% | -45.1% | +25.6% | -15.4% |
| 6M | +13.1% | -64.6% | +77.7% | +22.6% |
| YTD | -34.3% | -1.5% | -32.8% | -41.4% |
| 1Y | -41.8% | -20.8% | -21.0% | -46.4% |
| 3Y | -20.7% | +353.1% | -373.8% | -49.9% |
| 5Y | -27.2% | +942.9% | -970.1% | -61.5% |
| All | +504.4% | +3,816.9% | -3,312.5% | +152.9% |
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