+2,771.1%
NOW vs SO
+245.0%
+2,526.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.6% |
| 3M | +18.3% | -3.0% | +21.4% | +19.0% |
| 6M | +24.1% | -8.3% | +32.3% | +25.9% |
| YTD | -7.8% | +3.5% | -11.3% | -9.2% |
| 1Y | -21.4% | -0.9% | -20.5% | -21.9% |
| 3Y | +19.5% | +45.4% | -25.8% | +4.4% |
| 5Y | +4.1% | +59.6% | -55.5% | -12.4% |
| 10Y | +826.4% | +156.6% | +669.8% | +601.8% |
| All | +2,771.1% | +245.0% | +2,526.1% | +1,821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling