+2,771.1%
NOW vs SM
-13.1%
+2,784.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +20.5% | +26.3% | -5.8% | +17.9% |
| 3M | +18.3% | +8.7% | +9.7% | +17.0% |
| 6M | +24.1% | +51.7% | -27.6% | +18.7% |
| YTD | -7.8% | +99.0% | -106.8% | -14.1% |
| 1Y | -21.4% | +34.6% | -56.0% | -24.4% |
| 3Y | +19.5% | -7.8% | +27.3% | +17.0% |
| 5Y | +4.1% | +104.8% | -100.7% | -6.0% |
| 10Y | +826.4% | +7.2% | +819.2% | +633.9% |
| All | +2,771.1% | -13.1% | +2,784.3% | +2,305.5% |
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 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