+310.0%
NOW vs SE
+365.4%
-55.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.7% | -0.2% | -4.3% |
| 7D | -6.7% | -1.2% | -5.5% | -6.3% |
| 30D | -25.8% | -21.7% | -4.2% | -20.9% |
| 3M | -12.7% | -34.2% | +21.5% | -2.8% |
| 6M | +11.2% | -10.5% | +21.7% | +12.5% |
| YTD | -33.2% | -40.7% | +7.5% | -24.7% |
| 1Y | -41.8% | -52.1% | +10.2% | -30.6% |
| 3Y | -15.7% | +68.9% | -84.5% | -33.9% |
| 5Y | -26.0% | -78.9% | +52.8% | -4.9% |
| All | +310.0% | +365.4% | -55.4% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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