+11.8%
NOW vs SPYG
+100.8%
-88.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.5% |
| 7D | -6.1% | +1.2% | -7.3% | -7.1% |
| 30D | +7.5% | -1.6% | +9.0% | +9.2% |
| 3M | +17.5% | +3.4% | +14.2% | +13.2% |
| 6M | +7.9% | +18.9% | -11.0% | -9.8% |
| YTD | -12.4% | +13.8% | -26.2% | -23.4% |
| 1Y | -28.6% | +20.6% | -49.2% | -41.8% |
| 3Y | +11.8% | +100.5% | -88.7% | -50.5% |
| All | +11.8% | +100.8% | -88.9% | -50.5% |
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