+504.6%
NOW vs SAP
+228.4%
+276.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.5% |
| 7D | -3.1% | +1.6% | -4.7% | -4.6% |
| 30D | -27.0% | +10.5% | -37.6% | -32.5% |
| 3M | -17.7% | +15.2% | -32.9% | -25.8% |
| 6M | +12.7% | +36.7% | -24.0% | -9.8% |
| YTD | -32.9% | -0.6% | -32.4% | -32.4% |
| 1Y | -40.4% | -4.1% | -36.3% | -38.4% |
| 3Y | -17.1% | +73.2% | -90.3% | -44.3% |
| 5Y | -25.7% | +74.1% | -99.8% | -51.4% |
| 10Y | +504.6% | +222.9% | +281.7% | +128.9% |
| All | +504.6% | +228.4% | +276.3% | +128.9% |
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