-25.7%
NOW vs STT
+108.8%
-134.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.6% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | -27.0% | -2.3% | -24.7% | -26.3% |
| 3M | -17.7% | -7.0% | -10.7% | -15.4% |
| 6M | +12.7% | +15.5% | -2.8% | +3.8% |
| YTD | -32.9% | +35.6% | -68.5% | -43.5% |
| 1Y | -40.4% | +47.9% | -88.2% | -52.1% |
| 3Y | -17.1% | +181.1% | -198.2% | -53.2% |
| 5Y | -25.7% | +108.2% | -133.9% | -54.7% |
| All | -25.7% | +108.8% | -134.5% | -54.7% |
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