-39.8%
NOW vs SFM
-36.8%
-3.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.1% |
| 7D | +0.3% | +6.0% | -5.8% | -1.7% |
| 30D | -27.0% | -19.5% | -7.5% | -21.0% |
| 3M | -19.6% | -37.0% | +17.4% | -11.5% |
| 6M | +17.5% | -41.0% | +58.5% | +29.5% |
| YTD | -33.3% | -34.6% | +1.4% | -29.3% |
| 1Y | -39.8% | -36.3% | -3.6% | -36.1% |
| All | -39.8% | -36.8% | -3.1% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling