+23.7%
NOW vs SMR
-3.5%
+27.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -2.4% | +4.4% | -6.8% | -2.7% |
| 30D | +20.5% | +3.4% | +17.1% | +20.1% |
| 3M | +18.3% | -19.2% | +37.5% | +19.4% |
| 6M | +24.1% | -22.6% | +46.7% | +24.8% |
| YTD | -7.8% | -31.5% | +23.8% | -7.2% |
| 1Y | -21.4% | -73.1% | +51.7% | -17.1% |
| 3Y | +19.5% | +55.0% | -35.4% | +11.6% |
| All | +23.7% | -3.5% | +27.2% | +17.7% |
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