-16.0%
NOW vs S
+32.3%
-48.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.8% | +2.9% | -2.3% |
| 7D | -6.7% | -16.7% | +10.0% | +0.4% |
| 30D | -25.8% | -17.0% | -8.8% | -20.5% |
| 3M | -12.7% | +2.0% | -14.7% | -14.9% |
| 6M | +11.2% | +35.1% | -23.8% | -4.2% |
| YTD | -33.2% | +42.8% | -76.0% | -43.7% |
| 1Y | -41.8% | +27.7% | -69.5% | -49.5% |
| All | -16.0% | +32.3% | -48.3% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling