-25.1%
NOW vs STT
+104.1%
-129.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.3% | +4.8% | -4.5% | -1.8% |
| 30D | -27.0% | +3.9% | -30.9% | -28.2% |
| 3M | -19.6% | -8.2% | -11.5% | -16.9% |
| 6M | +17.5% | +15.6% | +1.9% | +8.2% |
| YTD | -33.3% | +37.6% | -70.9% | -44.1% |
| 1Y | -39.8% | +50.1% | -90.0% | -52.0% |
| 3Y | -19.9% | +183.1% | -203.0% | -55.0% |
| All | -25.1% | +104.1% | -129.2% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling