+2,460.2%
NI vs SPG
+5,256.9%
-2,796.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | +2.0% | -2.4% | +4.4% | +2.6% |
| 30D | -3.5% | -6.8% | +3.3% | -1.9% |
| 3M | -9.1% | +2.7% | -11.8% | -9.8% |
| 6M | -11.8% | +5.5% | -17.3% | -13.1% |
| YTD | +1.1% | +15.7% | -14.6% | -2.7% |
| 1Y | +6.7% | +20.9% | -14.2% | +1.5% |
| 3Y | +71.1% | +112.4% | -41.3% | +40.6% |
| 5Y | +94.3% | +101.4% | -7.0% | +59.3% |
| 10Y | +135.8% | +60.6% | +75.1% | +87.3% |
| All | +2,460.2% | +5,256.9% | -2,796.7% | +948.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling