+506.3%
NOW vs SM
+4.2%
+502.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.2% |
| 7D | -8.7% | -19.5% | +10.7% | -7.2% |
| 30D | -29.3% | -20.2% | -9.1% | -28.1% |
| 3M | -21.8% | -6.5% | -15.3% | -21.7% |
| 6M | +9.2% | +1.6% | +7.7% | +8.3% |
| YTD | -35.0% | +61.2% | -96.2% | -38.3% |
| 1Y | -42.5% | +65.4% | -107.9% | -45.6% |
| 3Y | -21.5% | -13.0% | -8.5% | -22.8% |
| 5Y | -25.8% | -4.3% | -21.5% | -28.5% |
| 10Y | +506.3% | +3.0% | +503.3% | +393.1% |
| All | +506.3% | +4.2% | +502.1% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling