-40.6%
NOW vs S
+31.6%
-72.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | -3.0% | -13.4% | +10.4% | +4.3% |
| 30D | -26.0% | -14.0% | -12.1% | -20.7% |
| 3M | -13.1% | +4.9% | -18.0% | -18.3% |
| 6M | +14.5% | +42.0% | -27.5% | -13.0% |
| YTD | -33.4% | +45.1% | -78.6% | -51.7% |
| 1Y | -40.6% | +33.1% | -73.7% | -56.8% |
| All | -40.6% | +31.6% | -72.3% | -56.8% |
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