+62.0%
SPG vs NVS
+180.2%
-118.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.2% | -15.7% | +13.5% | +4.8% |
| 30D | -5.8% | -11.1% | +5.3% | -1.8% |
| 3M | -2.8% | -7.2% | +4.4% | -1.0% |
| 6M | +8.9% | -12.3% | +21.2% | +13.9% |
| YTD | +14.3% | +2.8% | +11.5% | +10.6% |
| 1Y | +19.5% | +11.9% | +7.5% | +10.6% |
| 3Y | +106.9% | +55.1% | +51.8% | +60.2% |
| 5Y | +108.7% | +94.1% | +14.7% | +40.1% |
| All | +62.0% | +180.2% | -118.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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