-25.1%
NOW vs SITM
+73.6%
-98.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +2.5% |
| 7D | +0.3% | +6.6% | -6.4% | -0.9% |
| 30D | -27.0% | -15.3% | -11.6% | -25.4% |
| 3M | -19.6% | -35.4% | +15.7% | -15.4% |
| 6M | +17.5% | -46.8% | +64.2% | +25.1% |
| YTD | -33.3% | +25.9% | -59.1% | -43.4% |
| 1Y | -39.8% | +54.0% | -93.8% | -51.7% |
| 3Y | -19.9% | +315.6% | -335.5% | -58.0% |
| All | -25.1% | +73.6% | -98.7% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling