+1,980.5%
NOW vs SO
+265.5%
+1,715.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.2% | -6.0% |
| 7D | -6.7% | +0.4% | -7.0% | -6.8% |
| 30D | -25.8% | +9.2% | -35.1% | -27.3% |
| 3M | -12.7% | +1.1% | -13.8% | -13.1% |
| 6M | +11.2% | -1.1% | +12.3% | +11.1% |
| YTD | -33.2% | +9.7% | -42.9% | -35.1% |
| 1Y | -41.8% | +5.5% | -47.3% | -43.0% |
| 3Y | -15.7% | +47.0% | -62.7% | -26.2% |
| 5Y | -26.0% | +77.6% | -103.6% | -39.5% |
| 10Y | +515.1% | +181.0% | +334.1% | +358.2% |
| All | +1,980.5% | +265.5% | +1,715.0% | +1,273.0% |
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