+499.2%
NOW vs SPY
+312.9%
+186.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.8% |
| 7D | -3.0% | -2.7% | -0.3% | +0.6% |
| 30D | -26.0% | -5.4% | -20.6% | -20.3% |
| 3M | -13.1% | -4.1% | -9.0% | -7.9% |
| 6M | +14.5% | +0.7% | +13.8% | +13.2% |
| YTD | -33.4% | +8.7% | -42.1% | -40.9% |
| 1Y | -40.6% | +10.9% | -51.5% | -48.8% |
| 3Y | -16.3% | +75.0% | -91.3% | -60.7% |
| 5Y | -26.3% | +67.8% | -94.1% | -61.9% |
| All | +499.2% | +312.9% | +186.3% | -18.2% |
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