-38.7%
NOW vs SMR
-87.0%
+48.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | -0.2% |
| 7D | -27.5% | -9.5% | -18.0% | -27.3% |
| 30D | -20.0% | -33.2% | +13.2% | -18.8% |
| 3M | -7.9% | -45.9% | +38.0% | -5.9% |
| 6M | +18.3% | -57.9% | +76.2% | +23.0% |
| YTD | -29.0% | -63.8% | +34.8% | -27.0% |
| 1Y | -38.7% | -85.6% | +46.9% | -33.6% |
| All | -38.7% | -87.0% | +48.3% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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