-38.7%
NOW vs SAP
-5.6%
-33.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -4.9% |
| 7D | -27.5% | +1.3% | -28.8% | -28.4% |
| 30D | -20.0% | +15.5% | -35.6% | -31.5% |
| 3M | -7.9% | +22.8% | -30.7% | -25.5% |
| 6M | +18.3% | +42.5% | -24.2% | -17.1% |
| YTD | -29.0% | +0.5% | -29.5% | -36.9% |
| 1Y | -38.7% | -5.9% | -32.8% | -43.8% |
| All | -38.7% | -5.6% | -33.1% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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