-24.8%
NOW vs SM
+41.6%
-66.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +20.5% | +26.3% | -5.8% | +19.0% |
| 3M | +18.3% | +8.7% | +9.7% | +17.5% |
| 6M | +24.1% | +51.7% | -27.6% | +20.8% |
| YTD | -7.8% | +99.0% | -106.8% | -10.8% |
| All | -24.8% | +41.6% | -66.4% | -27.4% |
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