-25.1%
NOW vs SO
+79.0%
-104.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | +0.3% | +1.4% | -1.1% | +0.4% |
| 30D | -27.0% | +4.7% | -31.7% | -26.8% |
| 3M | -19.6% | +1.7% | -21.3% | -19.5% |
| 6M | +17.5% | +2.2% | +15.3% | +17.8% |
| YTD | -33.3% | +10.0% | -43.2% | -33.2% |
| 1Y | -39.8% | +6.0% | -45.9% | -39.6% |
| 3Y | -19.9% | +54.1% | -74.0% | -27.3% |
| All | -25.1% | +79.0% | -104.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling