+822.5%
NOW vs SO
+154.8%
+667.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +20.5% | -4.6% | +25.1% | +21.8% |
| 3M | +18.3% | -3.0% | +21.4% | +19.0% |
| 6M | +24.1% | -8.3% | +32.3% | +26.1% |
| YTD | -7.8% | +3.5% | -11.3% | -9.4% |
| 1Y | -21.4% | -0.9% | -20.5% | -22.0% |
| 3Y | +19.5% | +45.4% | -25.8% | +2.2% |
| 5Y | +4.1% | +59.6% | -55.5% | -14.9% |
| All | +822.5% | +154.8% | +667.7% | +593.3% |
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