-25.8%
NOW vs STRL
+900.6%
-926.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -8.7% | -19.8% | +11.1% | -7.5% |
| 30D | -29.3% | -43.6% | +14.3% | -26.6% |
| 3M | -21.8% | -45.2% | +23.4% | -19.0% |
| 6M | +9.2% | -65.7% | +75.0% | +16.8% |
| YTD | -35.0% | -5.4% | -29.5% | -44.1% |
| 1Y | -42.5% | -24.7% | -17.8% | -48.4% |
| 3Y | -21.5% | +335.0% | -356.6% | -60.4% |
| 5Y | -25.8% | +915.3% | -941.1% | -76.2% |
| All | -25.8% | +900.6% | -926.3% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling