-68.5%
NOWL vs SPY
+19.4%
-87.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.5% | -9.2% | -9.0% |
| 7D | -12.7% | +0.5% | -13.2% | -13.1% |
| 30D | +10.9% | -0.9% | +11.8% | +12.6% |
| 3M | +21.1% | +3.9% | +17.2% | +16.2% |
| 6M | -16.2% | +14.5% | -30.7% | -27.2% |
| YTD | -49.4% | +12.9% | -62.4% | -55.1% |
| 1Y | -68.5% | +19.4% | -87.9% | -76.0% |
| All | -68.5% | +19.4% | -87.9% | -76.0% |
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