-40.3%
NOW vs STT
+48.7%
-89.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.2% |
| 7D | -5.6% | +0.4% | -6.0% | -5.6% |
| 30D | -26.8% | -0.4% | -26.3% | -26.9% |
| 3M | -19.4% | -6.5% | -13.0% | -20.4% |
| 6M | +12.3% | +17.2% | -4.9% | +10.4% |
| YTD | -32.9% | +38.2% | -71.1% | -33.7% |
| 1Y | -40.3% | +49.3% | -89.6% | -42.8% |
| All | -40.3% | +48.7% | -89.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling