+11.2%
NOW vs STRL
-66.4%
+77.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.9% | +7.9% | -8.1% |
| 7D | -6.7% | -34.6% | +27.9% | -13.1% |
| 30D | -25.8% | -56.7% | +30.8% | -38.0% |
| 3M | -12.7% | -54.4% | +41.7% | -25.2% |
| 6M | +11.2% | -69.7% | +80.9% | -6.2% |
| All | +11.2% | -66.4% | +77.7% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling