+28.5%
NOW vs S
-56.8%
+85.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -2.4% | -7.7% | +5.3% | +0.6% |
| 30D | +20.5% | -5.3% | +25.8% | +22.6% |
| 3M | +18.3% | +20.3% | -1.9% | +10.0% |
| 6M | +24.1% | +47.4% | -23.3% | +7.1% |
| YTD | -7.8% | +32.5% | -40.3% | -17.2% |
| 1Y | -21.4% | +9.5% | -30.9% | -25.3% |
| 3Y | +19.5% | +15.5% | +4.0% | +4.7% |
| 5Y | +4.1% | -71.2% | +75.3% | +21.3% |
| All | +28.5% | -56.8% | +85.3% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling