+6.8%
NOW vs SPG
+102.5%
-95.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.2% |
| 30D | +20.5% | -6.8% | +27.3% | +24.8% |
| 3M | +18.3% | +2.7% | +15.7% | +16.4% |
| 6M | +24.1% | +5.5% | +18.6% | +19.1% |
| YTD | -7.8% | +15.7% | -23.5% | -16.4% |
| 1Y | -21.4% | +20.9% | -42.3% | -30.8% |
| 3Y | +19.5% | +112.4% | -92.8% | -28.7% |
| All | +6.8% | +102.5% | -95.7% | -36.3% |
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