+2,771.1%
NOW vs SPYM
+631.7%
+2,139.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +20.5% | +0.1% | +20.4% | +20.6% |
| 3M | +18.3% | +2.0% | +16.3% | +15.0% |
| 6M | +24.1% | +13.1% | +11.0% | +4.7% |
| YTD | -7.8% | +13.6% | -21.4% | -22.8% |
| 1Y | -21.4% | +20.1% | -41.5% | -39.0% |
| 3Y | +19.5% | +77.6% | -58.0% | -44.5% |
| 5Y | +4.1% | +82.5% | -78.5% | -51.2% |
| 10Y | +826.4% | +317.6% | +508.8% | +52.4% |
| All | +2,771.1% | +631.7% | +2,139.4% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling