-41.8%
NOW vs S
+29.4%
-71.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.2% | +1.2% |
| 7D | -1.7% | +4.1% | -5.7% | -4.0% |
| 30D | -27.4% | -7.2% | -20.2% | -25.4% |
| 3M | -19.4% | 0.0% | -19.4% | -22.1% |
| 6M | +13.1% | +41.6% | -28.5% | -13.9% |
| YTD | -34.3% | +48.6% | -82.9% | -53.2% |
| 1Y | -41.8% | +30.0% | -71.8% | -58.4% |
| All | -41.8% | +29.4% | -71.2% | -58.4% |
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 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