+790.9%
NOW vs SPYG
+412.5%
+378.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | -4.1% | +0.3% | -4.4% | -4.4% |
| 30D | +2.9% | -1.7% | +4.6% | +5.2% |
| 3M | +22.6% | +3.6% | +18.9% | +15.8% |
| 6M | +7.5% | +16.6% | -9.1% | -12.8% |
| YTD | -14.4% | +13.4% | -27.8% | -28.4% |
| 1Y | -29.8% | +19.6% | -49.4% | -45.5% |
| 3Y | +9.2% | +99.8% | -90.5% | -57.2% |
| 5Y | +0.8% | +85.0% | -84.1% | -54.3% |
| 10Y | +790.9% | +422.1% | +368.8% | -10.5% |
| All | +790.9% | +412.5% | +378.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling