-26.4%
NOW vs STM
-15.6%
-10.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -3.0% | -10.7% | +7.7% | -0.5% |
| 30D | -26.0% | -25.7% | -0.3% | -21.2% |
| 3M | -13.1% | -21.6% | +8.5% | -9.3% |
| 6M | +14.5% | -27.8% | +42.3% | +15.9% |
| YTD | -33.4% | +61.8% | -95.2% | -51.9% |
| 1Y | -40.6% | +78.1% | -118.7% | -58.9% |
| 3Y | -16.3% | +4.9% | -21.2% | -34.0% |
| All | -26.4% | -15.6% | -10.8% | -36.0% |
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 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