-17.1%
NOW vs SPYG
+92.9%
-110.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -1.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -27.0% | -8.4% | -18.7% | -20.6% |
| 3M | -17.7% | -6.2% | -11.5% | -12.5% |
| 6M | +12.7% | -1.8% | +14.5% | +14.3% |
| YTD | -32.9% | +8.4% | -41.3% | -38.5% |
| 1Y | -40.4% | +10.1% | -50.4% | -46.4% |
| 3Y | -17.1% | +94.9% | -112.0% | -62.5% |
| All | -17.1% | +92.9% | -110.0% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling