+1,422.2%
NOW vs SFM
+132.6%
+1,289.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.8% | -3.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +20.5% | -4.4% | +24.9% | +21.0% |
| 3M | +18.3% | +1.5% | +16.8% | +17.5% |
| 6M | +24.1% | +6.5% | +17.6% | +21.6% |
| YTD | -7.8% | +2.2% | -10.0% | -9.2% |
| 1Y | -21.4% | -41.9% | +20.5% | -15.9% |
| 3Y | +19.5% | +106.8% | -87.2% | +3.9% |
| 5Y | +4.1% | +231.6% | -227.5% | -17.6% |
| 10Y | +826.4% | +258.4% | +568.0% | +576.8% |
| All | +1,422.2% | +132.6% | +1,289.6% | +1,298.4% |
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