+514.0%
NOW vs SAP
+237.3%
+276.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +0.3% | +0.6% | -0.3% | -0.2% |
| 30D | -27.0% | +6.5% | -33.5% | -30.4% |
| 3M | -19.6% | +12.2% | -31.9% | -26.1% |
| 6M | +17.5% | +46.1% | -28.6% | -10.4% |
| YTD | -33.3% | -1.6% | -31.6% | -32.1% |
| 1Y | -39.8% | -5.1% | -34.7% | -37.3% |
| 3Y | -19.9% | +68.4% | -88.3% | -45.1% |
| 5Y | -26.1% | +79.4% | -105.5% | -52.4% |
| All | +514.0% | +237.3% | +276.7% | +116.2% |
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