-86.4%
NOWL vs SPY
+18.8%
-105.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.7% |
| 7D | -6.9% | -2.7% | -4.2% | -2.2% |
| 30D | -54.5% | -5.4% | -49.1% | -49.9% |
| 3M | -41.7% | -4.1% | -37.6% | -36.7% |
| 6M | -13.6% | +0.7% | -14.3% | -10.7% |
| YTD | -76.4% | +8.7% | -85.1% | -77.6% |
| 1Y | -81.9% | +10.9% | -92.8% | -83.5% |
| All | -86.4% | +18.8% | -105.2% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling