-25.8%
NOW vs SAP
+72.8%
-98.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -1.7% |
| 7D | -8.7% | +1.5% | -10.2% | -10.3% |
| 30D | -29.3% | +8.8% | -38.1% | -34.5% |
| 3M | -21.8% | +12.1% | -33.9% | -29.1% |
| 6M | +9.2% | +34.6% | -25.3% | -14.7% |
| YTD | -35.0% | -2.1% | -32.9% | -34.4% |
| 1Y | -42.5% | -5.5% | -37.0% | -40.4% |
| 3Y | -21.5% | +67.4% | -89.0% | -51.3% |
| 5Y | -25.8% | +74.6% | -100.3% | -60.0% |
| All | -25.8% | +72.8% | -98.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling