+11.8%
NOW vs SITM
+409.8%
-398.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.8% | -4.8% |
| 7D | -6.1% | +8.4% | -14.4% | -6.6% |
| 30D | +7.5% | -17.4% | +24.9% | +8.6% |
| 3M | +17.5% | -9.8% | +27.4% | +17.3% |
| 6M | +7.9% | +83.0% | -75.0% | -2.5% |
| YTD | -12.4% | +69.6% | -82.0% | -21.3% |
| 1Y | -28.6% | +144.9% | -173.5% | -40.6% |
| 3Y | +11.8% | +429.9% | -418.0% | -21.6% |
| All | +11.8% | +409.8% | -398.0% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling