-9.4%
NOW vs S
-49.1%
+39.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -8.7% | +1.4% | -10.1% | -9.4% |
| 30D | -29.3% | -10.8% | -18.5% | -26.7% |
| 3M | -21.8% | +5.4% | -27.2% | -24.5% |
| 6M | +9.2% | +41.2% | -32.0% | -5.8% |
| YTD | -35.0% | +56.2% | -91.2% | -45.8% |
| 1Y | -42.5% | +36.3% | -78.8% | -50.1% |
| 3Y | -21.5% | +49.4% | -71.0% | -38.0% |
| 5Y | -25.8% | -66.9% | +41.1% | -18.4% |
| All | -9.4% | -49.1% | +39.7% | -5.4% |
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