-10.0%
NOW vs SMR
-45.9%
+35.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.4% |
| 7D | -3.1% | +1.7% | -4.7% | -3.3% |
| 30D | -27.0% | -24.4% | -2.6% | -26.0% |
| 3M | -17.7% | -44.6% | +26.9% | -15.4% |
| 6M | +12.7% | -56.7% | +69.4% | +17.1% |
| YTD | -32.9% | -61.6% | +28.7% | -30.5% |
| 1Y | -40.4% | -82.1% | +41.7% | -35.4% |
| 3Y | -17.1% | +161.5% | -178.6% | -28.8% |
| All | -10.0% | -45.9% | +35.8% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling