-40.6%
NOW vs SFM
-38.0%
-2.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | +1.2% |
| 7D | -3.0% | -1.2% | -1.8% | -3.0% |
| 30D | -26.0% | -24.8% | -1.3% | -18.4% |
| 3M | -13.1% | -43.7% | +30.6% | -1.9% |
| 6M | +14.5% | -37.3% | +51.8% | +25.9% |
| YTD | -33.4% | -38.4% | +4.9% | -27.9% |
| 1Y | -40.6% | -36.9% | -3.7% | -36.1% |
| All | -40.6% | -38.0% | -2.7% | -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