+18.3%
NOW vs STRL
+484.5%
-466.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.7% | -3.1% |
| 7D | -2.4% | +3.4% | -5.8% | -2.4% |
| 30D | +20.5% | -9.2% | +29.8% | +20.6% |
| 3M | +18.3% | -51.0% | +69.4% | +21.7% |
| 6M | +24.1% | +15.8% | +8.3% | +15.7% |
| YTD | -7.8% | +58.9% | -66.7% | -19.1% |
| 1Y | -21.4% | +68.5% | -89.9% | -33.2% |
| All | +18.3% | +484.5% | -466.2% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling