-62.2%
NOWL vs SPY
+20.8%
-83.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.7% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | +39.0% | +0.1% | +38.9% | +39.4% |
| 3M | +21.7% | +2.0% | +19.7% | +20.8% |
| 6M | +10.0% | +13.0% | -3.0% | -2.8% |
| YTD | -44.0% | +13.5% | -57.5% | -50.6% |
| 1Y | -62.2% | +20.0% | -82.2% | -70.7% |
| All | -62.2% | +20.8% | -83.0% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling