+104.2%
SPG vs NVS
+89.9%
+14.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -1.7% | -15.4% | +13.7% | +3.4% |
| 30D | -6.3% | -12.3% | +6.0% | -2.8% |
| 3M | -2.4% | -7.8% | +5.4% | -1.0% |
| 6M | +9.6% | -13.0% | +22.6% | +13.6% |
| YTD | +14.2% | +2.8% | +11.5% | +11.1% |
| 1Y | +19.3% | +10.6% | +8.7% | +12.7% |
| 3Y | +106.7% | +55.1% | +51.6% | +69.3% |
| 5Y | +104.2% | +91.7% | +12.5% | +49.7% |
| All | +104.2% | +89.9% | +14.3% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling