-26.4%
NOW vs SM
-11.5%
-14.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.0% | -25.9% | +22.9% | +1.5% |
| 30D | -26.0% | -15.1% | -10.9% | -24.5% |
| 3M | -13.1% | +4.9% | -18.0% | -14.6% |
| 6M | +14.5% | +6.1% | +8.4% | +11.4% |
| YTD | -33.4% | +63.4% | -96.9% | -40.8% |
| 1Y | -40.6% | +72.5% | -113.1% | -47.8% |
| 3Y | -16.3% | -16.9% | +0.6% | -19.5% |
| All | -26.4% | -11.5% | -14.8% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling