+6.8%
NOW vs XLF
+65.9%
-59.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.3% |
| 30D | +20.5% | +0.2% | +20.3% | +20.2% |
| 3M | +18.3% | +11.7% | +6.6% | +5.9% |
| 6M | +24.1% | +13.8% | +10.3% | +9.2% |
| YTD | -7.8% | +7.0% | -14.8% | -13.9% |
| 1Y | -21.4% | +9.1% | -30.5% | -28.2% |
| 3Y | +19.5% | +75.6% | -56.1% | -33.8% |
| All | +6.8% | +65.9% | -59.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling