+808.8%
NOW vs STM
+682.1%
+126.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -3.6% |
| 7D | -2.4% | +5.8% | -8.2% | -4.2% |
| 30D | +20.5% | -1.0% | +21.5% | +20.4% |
| 3M | +18.3% | -33.3% | +51.6% | +31.0% |
| 6M | +24.1% | +57.4% | -33.3% | -5.6% |
| YTD | -7.8% | +102.2% | -110.0% | -37.5% |
| 1Y | -21.4% | +99.6% | -121.0% | -47.1% |
| 3Y | +19.5% | +14.5% | +5.0% | -5.6% |
| 5Y | +4.1% | +21.4% | -17.3% | -21.7% |
| All | +808.8% | +682.1% | +126.7% | +148.0% |
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