-86.4%
NOWL vs SPY
+21.8%
-108.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.6% |
| 7D | 0.0% | +2.6% | -2.6% | -3.8% |
| 30D | -55.8% | -2.0% | -53.8% | -53.7% |
| 3M | -50.0% | -2.8% | -47.2% | -47.0% |
| 6M | -9.1% | +2.1% | -11.3% | -8.2% |
| YTD | -76.4% | +11.5% | -87.9% | -78.5% |
| 1Y | -81.5% | +13.5% | -95.0% | -83.7% |
| All | -86.4% | +21.8% | -108.3% | -89.7% |
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