-16.0%
NOW vs STT
+164.8%
-180.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.7% | -1.2% | -4.4% |
| 7D | -6.7% | -4.9% | -1.8% | -5.1% |
| 30D | -25.8% | -6.0% | -19.8% | -24.3% |
| 3M | -12.7% | -11.7% | -1.0% | -9.5% |
| 6M | +11.2% | +11.7% | -0.4% | +4.4% |
| YTD | -33.2% | +30.4% | -63.6% | -41.8% |
| 1Y | -41.8% | +43.9% | -85.7% | -51.9% |
| All | -16.0% | +164.8% | -180.8% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling