+3,434.8%
SPG vs NVS
+1,269.4%
+2,165.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | -2.4% | +4.0% | -6.4% | -4.1% |
| 30D | -6.8% | +3.6% | -10.4% | -8.4% |
| 3M | +2.7% | +7.8% | -5.1% | -0.9% |
| 6M | +5.5% | -0.2% | +5.6% | +5.0% |
| YTD | +15.7% | +19.6% | -3.9% | +6.8% |
| 1Y | +20.9% | +28.4% | -7.5% | +8.0% |
| 3Y | +112.4% | +76.2% | +36.2% | +64.3% |
| 5Y | +101.4% | +111.1% | -9.7% | +42.9% |
| 10Y | +60.6% | +224.3% | -163.6% | -4.5% |
| All | +3,434.8% | +1,269.4% | +2,165.5% | +1,346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling