+1,980.5%
NOW vs SAP
+419.0%
+1,561.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -7.0% |
| 7D | -6.7% | +4.0% | -10.7% | -9.6% |
| 30D | -25.8% | +15.7% | -41.5% | -33.4% |
| 3M | -12.7% | +23.4% | -36.1% | -24.8% |
| 6M | +11.2% | +41.3% | -30.0% | -12.2% |
| YTD | -33.2% | +2.0% | -35.2% | -33.6% |
| 1Y | -41.8% | -5.1% | -36.7% | -39.3% |
| 3Y | -15.7% | +82.1% | -97.8% | -44.3% |
| 5Y | -26.0% | +77.2% | -103.2% | -51.0% |
| 10Y | +515.1% | +233.6% | +281.4% | +152.3% |
| All | +1,980.5% | +419.0% | +1,561.5% | +657.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling