+114.4%
NI vs SPG
+83.3%
+31.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.1% | +3.1% | 0.0% | +2.0% |
| 30D | +11.2% | +16.4% | -5.3% | +5.7% |
| 3M | +9.8% | +7.1% | +2.8% | +7.3% |
| 6M | -1.6% | +16.1% | -17.7% | -6.5% |
| YTD | +12.6% | +30.4% | -17.8% | +2.9% |
| 1Y | +7.8% | +33.0% | -25.2% | -2.1% |
| 3Y | +100.5% | +134.6% | -34.1% | +49.0% |
| 5Y | +114.4% | +84.9% | +29.5% | +63.3% |
| All | +114.4% | +83.3% | +31.1% | +63.3% |
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