-10.7%
NOW vs SMR
-49.5%
+38.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.2% | -16.6% | -1.3% |
| 7D | -3.0% | -9.6% | +6.6% | -2.5% |
| 30D | -26.0% | -33.8% | +7.7% | -24.4% |
| 3M | -13.1% | -46.4% | +33.3% | -10.4% |
| 6M | +14.5% | -62.4% | +76.9% | +20.0% |
| YTD | -33.4% | -64.1% | +30.7% | -30.8% |
| 1Y | -40.6% | -84.3% | +43.7% | -35.2% |
| 3Y | -16.3% | +55.8% | -72.1% | -24.9% |
| All | -10.7% | -49.5% | +38.7% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling