-21.5%
NOW vs SPG
+136.6%
-158.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -8.7% | +5.6% | -14.3% | -9.9% |
| 30D | -29.3% | +17.6% | -46.9% | -32.1% |
| 3M | -21.8% | +7.5% | -29.3% | -23.2% |
| 6M | +9.2% | +18.5% | -9.3% | +4.4% |
| YTD | -35.0% | +30.9% | -65.9% | -40.7% |
| 1Y | -42.5% | +34.1% | -76.6% | -48.2% |
| 3Y | -21.5% | +135.5% | -157.1% | -38.4% |
| All | -21.5% | +136.6% | -158.1% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling