-7.2%
NOW vs S
-52.7%
+45.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -3.0% | -13.4% | +10.4% | +2.2% |
| 30D | -26.0% | -14.0% | -12.1% | -22.2% |
| 3M | -13.1% | +4.9% | -18.0% | -15.8% |
| 6M | +14.5% | +42.0% | -27.5% | -1.4% |
| YTD | -33.4% | +45.1% | -78.6% | -42.9% |
| 1Y | -40.6% | +33.1% | -73.7% | -47.9% |
| 3Y | -16.3% | +40.6% | -56.9% | -32.3% |
| 5Y | -26.3% | -67.5% | +41.1% | -17.3% |
| All | -7.2% | -52.7% | +45.4% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling