-72.4%
NOWL vs SPY
+22.8%
-95.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.4% | -4.2% |
| 7D | -9.1% | -0.4% | -8.7% | -8.3% |
| 30D | +1.3% | -1.4% | +2.7% | +3.6% |
| 3M | +31.7% | +3.7% | +28.0% | +26.4% |
| 6M | -16.9% | +13.0% | -29.9% | -27.0% |
| YTD | -51.9% | +12.4% | -64.3% | -57.3% |
| 1Y | -70.0% | +18.5% | -88.6% | -75.9% |
| All | -72.4% | +22.8% | -95.2% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling