+1,980.5%
NOW vs STRL
+2,348.3%
-367.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.9% | +7.9% | -4.4% |
| 7D | -6.7% | -34.6% | +27.9% | -2.6% |
| 30D | -25.8% | -56.7% | +30.8% | -19.2% |
| 3M | -12.7% | -54.4% | +41.7% | -5.9% |
| 6M | +11.2% | -69.7% | +80.9% | +23.0% |
| YTD | -33.2% | -20.2% | -13.0% | -38.2% |
| 1Y | -41.8% | -40.6% | -1.3% | -43.8% |
| 3Y | -15.7% | +221.7% | -237.3% | -41.6% |
| 5Y | -26.0% | +799.0% | -825.0% | -57.3% |
| 10Y | +515.1% | +3,451.5% | -2,936.4% | +168.8% |
| All | +1,980.5% | +2,348.3% | -367.8% | +903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling