-25.7%
NOW vs SPYG
+67.2%
-92.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -2.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.2% |
| 30D | -27.0% | -8.4% | -18.7% | -18.9% |
| 3M | -17.7% | -6.2% | -11.5% | -11.1% |
| 6M | +12.7% | -1.8% | +14.5% | +14.0% |
| YTD | -32.9% | +8.4% | -41.3% | -40.4% |
| 1Y | -40.4% | +10.1% | -50.4% | -48.3% |
| 3Y | -17.1% | +94.9% | -112.0% | -67.7% |
| 5Y | -25.7% | +68.5% | -94.1% | -60.8% |
| All | -25.7% | +67.2% | -92.9% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling