+1,980.5%
NOW vs SM
-29.4%
+2,009.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -5.5% |
| 7D | -6.7% | -25.1% | +18.5% | -4.4% |
| 30D | -25.8% | -15.6% | -10.2% | -24.9% |
| 3M | -12.7% | +2.7% | -15.4% | -13.2% |
| 6M | +11.2% | -3.8% | +15.1% | +10.8% |
| YTD | -33.2% | +61.8% | -95.0% | -36.8% |
| 1Y | -41.8% | +71.4% | -113.2% | -45.3% |
| 3Y | -15.7% | -20.7% | +5.1% | -16.5% |
| 5Y | -26.0% | -11.5% | -14.5% | -28.7% |
| 10Y | +515.1% | +10.2% | +504.9% | +383.6% |
| All | +1,980.5% | -29.4% | +2,009.9% | +1,669.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling