-38.7%
NOW vs SPG
+34.3%
-73.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | +1.0% |
| 7D | -27.5% | +8.2% | -35.7% | -24.5% |
| 30D | -20.0% | +13.5% | -33.5% | -15.5% |
| 3M | -7.9% | +2.2% | -10.1% | -6.7% |
| 6M | +18.3% | +15.9% | +2.4% | +31.7% |
| YTD | -29.0% | +27.6% | -56.6% | -18.4% |
| 1Y | -38.7% | +30.9% | -69.6% | -29.3% |
| All | -38.7% | +34.3% | -73.0% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling