+504.6%
NOW vs SO
+184.0%
+320.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | -27.0% | +8.6% | -35.6% | -28.5% |
| 3M | -17.7% | +1.8% | -19.5% | -18.2% |
| 6M | +12.7% | +3.6% | +9.1% | +11.2% |
| YTD | -32.9% | +9.9% | -42.9% | -35.1% |
| 1Y | -40.4% | +5.7% | -46.1% | -41.8% |
| 3Y | -17.1% | +52.5% | -69.6% | -29.8% |
| 5Y | -25.7% | +77.3% | -103.0% | -41.1% |
| 10Y | +504.6% | +186.8% | +317.8% | +342.9% |
| All | +504.6% | +184.0% | +320.7% | +342.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling