-25.7%
NOW vs STM
-9.8%
-15.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | -0.8% |
| 7D | -3.1% | -5.6% | +2.5% | -1.9% |
| 30D | -27.0% | -14.4% | -12.6% | -24.9% |
| 3M | -17.7% | -20.5% | +2.8% | -14.4% |
| 6M | +12.7% | -24.5% | +37.2% | +13.3% |
| YTD | -32.9% | +72.7% | -105.6% | -52.3% |
| 1Y | -40.4% | +91.0% | -131.4% | -59.5% |
| 3Y | -17.1% | +13.5% | -30.6% | -36.2% |
| 5Y | -25.7% | -9.2% | -16.5% | -36.8% |
| All | -25.7% | -9.8% | -15.8% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling