+1,980.5%
NOW vs STM
+905.7%
+1,074.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.4% | +6.5% | -1.9% |
| 7D | -6.7% | -20.1% | +13.4% | +0.1% |
| 30D | -25.8% | -32.0% | +6.2% | -16.9% |
| 3M | -12.7% | -24.2% | +11.5% | -6.5% |
| 6M | +11.2% | -29.9% | +41.2% | +15.5% |
| YTD | -33.2% | +54.9% | -88.1% | -50.7% |
| 1Y | -41.8% | +68.0% | -109.8% | -58.6% |
| 3Y | -15.7% | -0.1% | -15.5% | -31.9% |
| 5Y | -26.0% | -17.9% | -8.1% | -36.4% |
| 10Y | +515.1% | +392.2% | +122.8% | +149.6% |
| All | +1,980.5% | +905.7% | +1,074.8% | +632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling