-38.7%
NOW vs SITM
+47.5%
-86.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.0% | -1.3% |
| 7D | -27.5% | -19.5% | -8.0% | -29.2% |
| 30D | -20.0% | -43.2% | +23.2% | -25.1% |
| 3M | -7.9% | -30.8% | +22.9% | -10.9% |
| 6M | +18.3% | -28.6% | +46.9% | +16.0% |
| YTD | -29.0% | +14.2% | -43.1% | -26.5% |
| 1Y | -38.7% | +44.4% | -83.1% | -37.0% |
| All | -38.7% | +47.5% | -86.2% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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