-41.8%
NOW vs SM
+78.0%
-119.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.3% |
| 7D | -1.7% | +10.6% | -12.3% | -2.2% |
| 30D | -27.4% | -15.0% | -12.4% | -27.0% |
| 3M | -19.4% | +1.7% | -21.1% | -19.9% |
| 6M | +13.1% | +5.9% | +7.2% | +11.6% |
| YTD | -34.3% | +79.0% | -113.3% | -37.2% |
| 1Y | -41.8% | +84.7% | -126.4% | -43.9% |
| All | -41.8% | +78.0% | -119.7% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling