+504.6%
NOW vs SM
+4.9%
+499.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.0% |
| 7D | -3.1% | -22.3% | +19.2% | -1.1% |
| 30D | -27.0% | -21.4% | -5.7% | -25.7% |
| 3M | -17.7% | +1.4% | -19.1% | -18.1% |
| 6M | +12.7% | +0.1% | +12.6% | +11.9% |
| YTD | -32.9% | +59.0% | -91.9% | -36.2% |
| 1Y | -40.4% | +64.3% | -104.7% | -43.5% |
| 3Y | -17.1% | -13.1% | -4.0% | -18.5% |
| 5Y | -25.7% | -13.9% | -11.8% | -28.0% |
| 10Y | +504.6% | +1.7% | +502.9% | +391.5% |
| All | +504.6% | +4.9% | +499.7% | +391.5% |
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