+2,771.1%
NOW vs SPYG
+814.1%
+1,957.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | +20.5% | -0.4% | +21.0% | +21.4% |
| 3M | +18.3% | +0.5% | +17.8% | +16.2% |
| 6M | +24.1% | +17.5% | +6.6% | -1.3% |
| YTD | -7.8% | +14.3% | -22.1% | -24.2% |
| 1Y | -21.4% | +21.7% | -43.1% | -40.9% |
| 3Y | +19.5% | +98.6% | -79.1% | -54.2% |
| 5Y | +4.1% | +85.1% | -81.0% | -54.1% |
| 10Y | +826.4% | +412.0% | +414.4% | -2.8% |
| All | +2,771.1% | +814.1% | +1,957.0% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling