+499.2%
NOW vs STM
+398.5%
+100.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.8% |
| 7D | -3.0% | -10.7% | +7.7% | +0.3% |
| 30D | -26.0% | -25.7% | -0.3% | -19.6% |
| 3M | -13.1% | -21.6% | +8.5% | -8.1% |
| 6M | +14.5% | -27.8% | +42.3% | +17.4% |
| YTD | -33.4% | +61.8% | -95.2% | -52.2% |
| 1Y | -40.6% | +78.1% | -118.7% | -59.2% |
| 3Y | -16.3% | +4.9% | -21.2% | -34.3% |
| 5Y | -26.3% | -14.3% | -12.1% | -38.2% |
| All | +499.2% | +398.5% | +100.7% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling