+499.2%
NOW vs SM
+8.2%
+491.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.0% | -25.9% | +22.9% | -0.7% |
| 30D | -26.0% | -15.1% | -10.9% | -25.2% |
| 3M | -13.1% | +4.9% | -18.0% | -13.8% |
| 6M | +14.5% | +6.1% | +8.4% | +13.2% |
| YTD | -33.4% | +63.4% | -96.9% | -36.9% |
| 1Y | -40.6% | +72.5% | -113.1% | -44.0% |
| 3Y | -16.3% | -16.9% | +0.6% | -17.4% |
| 5Y | -26.3% | -10.6% | -15.7% | -28.8% |
| All | +499.2% | +8.2% | +491.0% | +383.9% |
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