-25.7%
NOW vs S
-66.6%
+41.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.3% | -2.4% |
| 7D | -3.1% | +1.6% | -4.6% | -3.8% |
| 30D | -27.0% | -10.5% | -16.6% | -24.4% |
| 3M | -17.7% | +9.9% | -27.6% | -22.1% |
| 6M | +12.7% | +41.8% | -29.1% | -3.9% |
| YTD | -32.9% | +56.8% | -89.7% | -44.8% |
| 1Y | -40.4% | +39.0% | -79.4% | -49.1% |
| 3Y | -17.1% | +53.8% | -70.9% | -36.7% |
| 5Y | -25.7% | -68.6% | +42.9% | -0.5% |
| All | -25.7% | -66.6% | +41.0% | -0.5% |
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