-28.6%
NOW vs SMR
-68.0%
+39.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +15.3% | -20.2% | -5.7% |
| 7D | -6.1% | +21.4% | -27.5% | -7.1% |
| 30D | +7.5% | +13.8% | -6.4% | +6.6% |
| 3M | +17.5% | +3.9% | +13.6% | +17.2% |
| 6M | +7.9% | -4.2% | +12.1% | +7.7% |
| YTD | -12.4% | -21.1% | +8.7% | -12.5% |
| 1Y | -28.6% | -67.1% | +38.5% | -27.1% |
| All | -28.6% | -68.0% | +39.4% | -27.1% |
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