-26.4%
NOW vs SPG
+74.6%
-100.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -3.0% | +4.9% | -7.9% | -5.3% |
| 30D | -26.0% | +15.6% | -41.6% | -31.6% |
| 3M | -13.1% | +4.1% | -17.2% | -15.3% |
| 6M | +14.5% | +13.6% | +0.9% | +6.1% |
| YTD | -33.4% | +27.5% | -61.0% | -43.0% |
| 1Y | -40.6% | +32.2% | -72.9% | -50.4% |
| 3Y | -16.3% | +126.0% | -142.3% | -52.7% |
| All | -26.4% | +74.6% | -100.9% | -53.3% |
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