+998.8%
NOW vs SFM
+40.3%
+958.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | +0.5% |
| 7D | -3.0% | -1.2% | -1.8% | -2.9% |
| 30D | -26.0% | -24.8% | -1.3% | -21.7% |
| 3M | -13.1% | -43.7% | +30.6% | -4.0% |
| 6M | +14.5% | -37.3% | +51.8% | +23.7% |
| YTD | -33.4% | -38.4% | +4.9% | -28.1% |
| 1Y | -40.6% | -36.9% | -3.7% | -36.2% |
| 3Y | -16.3% | +20.7% | -37.0% | -19.8% |
| 5Y | -26.3% | +103.5% | -129.8% | -36.1% |
| 10Y | +512.7% | +139.7% | +373.0% | +381.0% |
| All | +998.8% | +40.3% | +958.5% | +1,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling