+790.0%
NOW vs SFM
+293.3%
+496.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.5% | +1.5% | -4.2% |
| 7D | -6.1% | -5.8% | -0.3% | -5.3% |
| 30D | +7.5% | -11.4% | +18.8% | +8.9% |
| 3M | +17.5% | -12.2% | +29.7% | +19.1% |
| 6M | +7.9% | -5.2% | +13.1% | +7.8% |
| YTD | -12.4% | -4.5% | -7.9% | -12.7% |
| 1Y | -28.6% | -45.4% | +16.8% | -23.8% |
| 3Y | +11.8% | +91.1% | -79.3% | +2.2% |
| 5Y | +2.6% | +226.8% | -224.2% | -12.4% |
| 10Y | +790.0% | +291.9% | +498.1% | +588.6% |
| All | +790.0% | +293.3% | +496.7% | +588.6% |
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