+95.8%
NI vs SPG
+104.0%
-8.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +1.3% | -1.7% | +2.9% | +1.8% |
| 30D | -0.3% | -6.3% | +6.0% | +1.8% |
| 3M | -9.5% | -2.4% | -7.0% | -8.9% |
| 6M | -10.2% | +9.6% | -19.9% | -13.0% |
| YTD | +1.8% | +14.2% | -12.4% | -2.7% |
| 1Y | +5.7% | +19.3% | -13.6% | -0.4% |
| 3Y | +69.6% | +106.7% | -37.1% | +32.9% |
| 5Y | +95.8% | +104.2% | -8.4% | +49.3% |
| All | +95.8% | +104.0% | -8.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling