-24.4%
NOW vs SPG
+86.1%
-110.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | -5.6% | +2.7% | -8.3% | -6.8% |
| 30D | -26.8% | +16.6% | -43.3% | -32.5% |
| 3M | -19.4% | +8.1% | -27.5% | -22.9% |
| 6M | +12.3% | +19.3% | -7.0% | +1.5% |
| YTD | -32.9% | +31.1% | -64.0% | -43.4% |
| 1Y | -40.3% | +32.8% | -73.1% | -50.1% |
| 3Y | -19.1% | +135.8% | -154.8% | -55.3% |
| 5Y | -24.4% | +85.1% | -109.4% | -53.2% |
| All | -24.4% | +86.1% | -110.5% | -53.2% |
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