+506.3%
NOW vs XLF
+231.1%
+275.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | -8.7% | +1.9% | -10.7% | -9.9% |
| 30D | -29.3% | +6.5% | -35.8% | -32.6% |
| 3M | -21.8% | +1.2% | -23.0% | -22.8% |
| 6M | +9.2% | +14.6% | -5.3% | -0.8% |
| YTD | -35.0% | +7.7% | -42.7% | -38.5% |
| 1Y | -42.5% | +11.8% | -54.3% | -47.0% |
| 3Y | -21.5% | +80.1% | -101.6% | -47.2% |
| 5Y | -25.8% | +59.0% | -84.8% | -45.8% |
| 10Y | +506.3% | +224.2% | +282.2% | +196.1% |
| All | +506.3% | +231.1% | +275.3% | +196.1% |
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