-39.8%
NOW vs S
+30.9%
-70.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +0.3% | +2.0% | -1.7% | -1.0% |
| 30D | -27.0% | -2.7% | -24.2% | -26.8% |
| 3M | -19.6% | -6.9% | -12.8% | -18.8% |
| 6M | +17.5% | +38.1% | -20.6% | -9.3% |
| YTD | -33.3% | +48.0% | -81.3% | -52.4% |
| 1Y | -39.8% | +34.5% | -74.3% | -57.1% |
| All | -39.8% | +30.9% | -70.7% | -57.1% |
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