+6.8%
NOW vs S
-71.4%
+78.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -2.4% | -7.7% | +5.3% | +0.7% |
| 30D | +20.5% | -5.3% | +25.8% | +22.7% |
| 3M | +18.3% | +20.3% | -1.9% | +9.7% |
| 6M | +24.1% | +47.4% | -23.3% | +6.4% |
| YTD | -7.8% | +32.5% | -40.3% | -17.6% |
| 1Y | -21.4% | +9.5% | -30.9% | -25.5% |
| 3Y | +19.5% | +15.5% | +4.0% | +3.7% |
| All | +6.8% | -71.4% | +78.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling