+2,767.6%
NI vs SPG
+5,922.7%
-3,155.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.3% | +2.0% | +2.3% | +3.8% |
| 30D | +12.4% | +17.2% | -4.9% | +8.0% |
| 3M | +10.2% | +6.3% | +3.9% | +8.5% |
| 6M | -0.8% | +18.7% | -19.5% | -5.0% |
| YTD | +13.2% | +30.1% | -16.9% | +5.8% |
| 1Y | +10.1% | +32.8% | -22.7% | +2.4% |
| 3Y | +103.1% | +133.6% | -30.5% | +62.9% |
| 5Y | +115.5% | +84.4% | +31.1% | +80.6% |
| 10Y | +195.5% | +114.3% | +81.2% | +118.6% |
| All | +2,767.6% | +5,922.7% | -3,155.1% | +1,040.6% |
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