-12.2%
NOW vs SN
+639.7%
-651.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.8% |
| 7D | -6.7% | +3.8% | -10.5% | -7.2% |
| 30D | -25.8% | +17.5% | -43.4% | -28.0% |
| 3M | -12.7% | +19.2% | -31.9% | -15.5% |
| 6M | +11.2% | +84.9% | -73.7% | -0.2% |
| YTD | -33.2% | +94.0% | -127.2% | -40.9% |
| 1Y | -41.8% | +151.3% | -193.2% | -51.1% |
| 3Y | -15.7% | +387.1% | -402.7% | -32.5% |
| All | -12.2% | +639.7% | -651.9% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling