-42.5%
NOW vs S
+37.8%
-80.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -8.7% | +1.4% | -10.1% | -9.6% |
| 30D | -29.3% | -10.8% | -18.5% | -25.6% |
| 3M | -21.8% | +5.4% | -27.2% | -26.5% |
| 6M | +9.2% | +41.2% | -32.0% | -16.2% |
| YTD | -35.0% | +56.2% | -91.2% | -54.8% |
| 1Y | -42.5% | +36.3% | -78.8% | -59.9% |
| All | -42.5% | +37.8% | -80.3% | -59.9% |
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