+504.6%
NOW vs SFM
+146.8%
+357.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -3.1% | -10.2% | +7.2% | -1.4% |
| 30D | -27.0% | -23.9% | -3.2% | -23.3% |
| 3M | -17.7% | -42.3% | +24.5% | -10.5% |
| 6M | +12.7% | -40.1% | +52.8% | +21.4% |
| YTD | -32.9% | -37.8% | +4.8% | -28.3% |
| 1Y | -40.4% | -37.1% | -3.3% | -36.5% |
| 3Y | -17.1% | +21.5% | -38.6% | -18.5% |
| 5Y | -25.7% | +103.8% | -129.5% | -31.7% |
| 10Y | +504.6% | +142.0% | +362.6% | +423.2% |
| All | +504.6% | +146.8% | +357.8% | +423.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling