-16.3%
NOW vs SMR
+43.9%
-60.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.2% | -16.6% | -1.2% |
| 7D | -3.0% | -9.6% | +6.6% | -2.6% |
| 30D | -26.0% | -33.8% | +7.7% | -24.7% |
| 3M | -13.1% | -46.4% | +33.3% | -10.8% |
| 6M | +14.5% | -62.4% | +76.9% | +19.3% |
| YTD | -33.4% | -64.1% | +30.7% | -31.1% |
| 1Y | -40.6% | -84.3% | +43.7% | -36.0% |
| 3Y | -16.3% | +55.8% | -72.1% | -13.9% |
| All | -16.3% | +43.9% | -60.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling