-29.8%
NOW vs SITM
+140.0%
-169.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.5% |
| 7D | -4.1% | +3.7% | -7.8% | -3.7% |
| 30D | +2.9% | -14.5% | +17.4% | +1.7% |
| 3M | +22.6% | -10.6% | +33.1% | +23.1% |
| 6M | +7.5% | +65.5% | -58.0% | +12.4% |
| YTD | -14.4% | +67.0% | -81.4% | -10.8% |
| 1Y | -29.8% | +138.6% | -168.4% | -27.7% |
| All | -29.8% | +140.0% | -169.8% | -27.7% |
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