-38.7%
NOW vs STM
+92.4%
-131.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.7% | -1.4% |
| 7D | -27.5% | -6.0% | -21.5% | -28.1% |
| 30D | -20.0% | -20.9% | +0.9% | -22.8% |
| 3M | -7.9% | -15.8% | +7.9% | -9.8% |
| 6M | +18.3% | -17.0% | +35.4% | +18.6% |
| YTD | -29.0% | +76.8% | -105.8% | -30.0% |
| 1Y | -38.7% | +96.5% | -135.2% | -41.8% |
| All | -38.7% | +92.4% | -131.1% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling