-40.7%
NOW vs SMR
-83.0%
+42.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.5% |
| 7D | -3.1% | +1.7% | -4.7% | -3.2% |
| 30D | -27.0% | -24.4% | -2.6% | -26.3% |
| 3M | -17.7% | -44.6% | +26.9% | -16.1% |
| 6M | +12.7% | -56.7% | +69.4% | +17.3% |
| YTD | -32.9% | -61.6% | +28.7% | -31.2% |
| All | -40.7% | -83.0% | +42.3% | -36.8% |
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