+506.3%
NOW vs SAP
+222.2%
+284.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -1.9% |
| 7D | -8.7% | +1.5% | -10.2% | -10.1% |
| 30D | -29.3% | +8.8% | -38.1% | -33.8% |
| 3M | -21.8% | +12.1% | -33.9% | -28.1% |
| 6M | +9.2% | +34.6% | -25.3% | -11.5% |
| YTD | -35.0% | -2.1% | -32.9% | -33.6% |
| 1Y | -42.5% | -5.5% | -37.0% | -39.9% |
| 3Y | -21.5% | +67.4% | -89.0% | -45.9% |
| 5Y | -25.8% | +74.6% | -100.3% | -51.4% |
| 10Y | +506.3% | +224.0% | +282.3% | +133.3% |
| All | +506.3% | +222.2% | +284.1% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling