+521.8%
NOW vs SPY
+311.8%
+210.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +1.4% |
| 7D | -5.6% | -0.9% | -4.6% | -4.4% |
| 30D | -26.8% | -2.4% | -24.4% | -24.3% |
| 3M | -19.4% | -1.2% | -18.3% | -18.0% |
| 6M | +12.3% | +3.3% | +9.0% | +7.4% |
| YTD | -32.9% | +12.3% | -45.2% | -43.0% |
| 1Y | -40.3% | +12.4% | -52.7% | -49.4% |
| 3Y | -19.1% | +78.8% | -97.9% | -63.1% |
| 5Y | -24.4% | +75.2% | -99.5% | -63.0% |
| 10Y | +521.8% | +311.1% | +210.7% | -19.0% |
| All | +521.8% | +311.8% | +210.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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