+2,771.1%
NOW vs SBAC
+262.5%
+2,508.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | +20.5% | +6.9% | +13.6% | +17.1% |
| 3M | +18.3% | -8.2% | +26.6% | +22.6% |
| 6M | +24.1% | -1.6% | +25.7% | +21.8% |
| YTD | -7.8% | -0.1% | -7.7% | -10.7% |
| 1Y | -21.4% | -0.5% | -20.9% | -24.1% |
| 3Y | +19.5% | -9.1% | +28.6% | +13.6% |
| 5Y | +4.1% | -43.8% | +47.9% | +30.4% |
| 10Y | +826.4% | +80.5% | +745.9% | +484.0% |
| All | +2,771.1% | +262.5% | +2,508.6% | +1,280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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