-42.5%
NOW vs SMR
-83.7%
+41.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +1.0% | -2.9% |
| 7D | -8.7% | -2.8% | -6.0% | -8.7% |
| 30D | -29.3% | -27.5% | -1.8% | -28.4% |
| 3M | -21.8% | -43.1% | +21.3% | -20.4% |
| 6M | +9.2% | -58.4% | +67.7% | +13.9% |
| YTD | -35.0% | -63.2% | +28.2% | -33.2% |
| 1Y | -42.5% | -81.6% | +39.1% | -38.6% |
| All | -42.5% | -83.7% | +41.2% | -38.6% |
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