-25.7%
NOW vs SPYM
+72.1%
-97.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | -2.7% |
| 7D | -3.1% | +0.1% | -3.1% | -3.3% |
| 30D | -27.0% | -3.3% | -23.7% | -23.3% |
| 3M | -17.7% | -2.4% | -15.3% | -14.6% |
| 6M | +12.7% | +2.6% | +10.1% | +8.2% |
| YTD | -32.9% | +11.3% | -44.2% | -43.4% |
| 1Y | -40.4% | +13.5% | -53.8% | -51.3% |
| 3Y | -17.1% | +80.3% | -97.4% | -68.1% |
| 5Y | -25.7% | +72.7% | -98.4% | -66.3% |
| All | -25.7% | +72.1% | -97.8% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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