-39.8%
NOW vs STM
+94.3%
-134.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.7% |
| 7D | +0.3% | +12.0% | -11.7% | +1.9% |
| 30D | -27.0% | -0.4% | -26.6% | -26.8% |
| 3M | -19.6% | -13.2% | -6.5% | -21.0% |
| 6M | +17.5% | -26.1% | +43.5% | +15.6% |
| YTD | -33.3% | +81.2% | -114.4% | -33.5% |
| 1Y | -39.8% | +98.3% | -138.1% | -41.7% |
| All | -39.8% | +94.3% | -134.1% | -41.7% |
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