+822.5%
NOW vs SAP
+177.1%
+645.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.3% |
| 7D | -2.4% | -2.9% | +0.5% | 0.0% |
| 30D | +20.5% | +9.0% | +11.5% | +13.3% |
| 3M | +18.3% | +14.9% | +3.4% | +7.1% |
| 6M | +24.1% | +11.9% | +12.2% | +16.2% |
| YTD | -7.8% | -9.9% | +2.1% | +0.3% |
| 1Y | -21.4% | -19.5% | -1.9% | -7.8% |
| 3Y | +19.5% | +61.8% | -42.3% | -15.2% |
| 5Y | +4.1% | +56.2% | -52.1% | -26.2% |
| All | +822.5% | +177.1% | +645.4% | +295.9% |
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