-16.3%
NOW vs XLF
+76.8%
-93.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -3.0% | +1.2% | -4.1% | -3.9% |
| 30D | -26.0% | +6.3% | -32.4% | -30.3% |
| 3M | -13.1% | -0.8% | -12.3% | -12.9% |
| 6M | +14.5% | +11.0% | +3.5% | +3.8% |
| YTD | -33.4% | +5.6% | -39.1% | -37.0% |
| 1Y | -40.6% | +10.8% | -51.4% | -46.3% |
| 3Y | -16.3% | +77.8% | -94.1% | -47.4% |
| All | -16.3% | +76.8% | -93.1% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling