-16.3%
NOW vs SAP
+75.3%
-91.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +3.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | -26.0% | +11.1% | -37.1% | -32.8% |
| 3M | -13.1% | +17.0% | -30.1% | -24.2% |
| 6M | +14.5% | +34.8% | -20.3% | -10.9% |
| YTD | -33.4% | -2.2% | -31.2% | -34.4% |
| 1Y | -40.6% | -6.4% | -34.2% | -39.7% |
| 3Y | -16.3% | +75.1% | -91.5% | -48.4% |
| All | -16.3% | +75.3% | -91.6% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling