+504.4%
NOW vs SAP
+236.1%
+268.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.7% | -3.9% | +2.2% | +1.3% |
| 30D | -27.4% | +6.5% | -33.9% | -30.8% |
| 3M | -19.4% | +14.7% | -34.1% | -27.1% |
| 6M | +13.1% | +39.9% | -26.8% | -11.0% |
| YTD | -34.3% | -2.0% | -32.3% | -33.0% |
| 1Y | -41.8% | -6.0% | -35.7% | -38.9% |
| 3Y | -20.7% | +67.7% | -88.4% | -45.4% |
| 5Y | -27.2% | +78.8% | -106.0% | -53.1% |
| All | +504.4% | +236.1% | +268.3% | +113.4% |
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