-38.7%
NOW vs S
+36.5%
-75.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -1.2% |
| 7D | -27.5% | -8.2% | -19.3% | -24.4% |
| 30D | -20.0% | -7.6% | -12.4% | -17.4% |
| 3M | -7.9% | +12.0% | -19.9% | -16.3% |
| 6M | +18.3% | +50.6% | -32.3% | -12.7% |
| YTD | -29.0% | +56.6% | -85.6% | -50.4% |
| 1Y | -38.7% | +39.2% | -77.9% | -57.2% |
| All | -38.7% | +36.5% | -75.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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