+790.9%
NOW vs XLF
+247.0%
+544.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -4.1% | -1.0% | -3.1% | -3.3% |
| 30D | +2.9% | -1.3% | +4.2% | +3.8% |
| 3M | +22.6% | +9.1% | +13.4% | +15.5% |
| 6M | +7.5% | +14.4% | -6.8% | -1.7% |
| YTD | -14.4% | +5.1% | -19.5% | -17.2% |
| 1Y | -29.8% | +8.6% | -38.4% | -33.7% |
| 3Y | +9.2% | +74.4% | -65.2% | -24.3% |
| 5Y | +0.8% | +64.4% | -63.5% | -26.9% |
| 10Y | +790.9% | +251.6% | +539.3% | +312.0% |
| All | +790.9% | +247.0% | +544.0% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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