+18.3%
NOW vs SN
+389.7%
-371.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.8% |
| 7D | -2.4% | -9.3% | +7.0% | -0.6% |
| 30D | +20.5% | -4.8% | +25.3% | +21.7% |
| 3M | +18.3% | +40.4% | -22.1% | +10.7% |
| 6M | +24.1% | +50.9% | -26.9% | +14.1% |
| YTD | -7.8% | +54.9% | -62.7% | -16.0% |
| 1Y | -21.4% | +43.0% | -64.4% | -27.3% |
| All | +18.3% | +389.7% | -371.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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