-10.5%
NOW vs SMR
-53.6%
+43.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.8% |
| 7D | +0.3% | -8.3% | +8.5% | +0.8% |
| 30D | -27.0% | -20.1% | -6.9% | -26.2% |
| 3M | -19.6% | -52.7% | +33.0% | -16.6% |
| 6M | +17.5% | -61.0% | +78.5% | +22.8% |
| YTD | -33.3% | -67.1% | +33.9% | -30.2% |
| 1Y | -39.8% | -79.9% | +40.0% | -35.3% |
| 3Y | -19.9% | +101.7% | -121.6% | -29.8% |
| All | -10.5% | -53.6% | +43.2% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling