+3,874.2%
SPG vs NVS
+1,273.7%
+2,600.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +2.0% | -1.3% | +3.3% | +2.5% |
| 30D | +17.2% | +9.3% | +8.0% | +13.0% |
| 3M | +6.3% | +5.8% | +0.5% | +2.9% |
| 6M | +18.7% | +7.2% | +11.5% | +14.0% |
| YTD | +30.1% | +20.0% | +10.1% | +19.0% |
| 1Y | +32.8% | +25.4% | +7.4% | +19.1% |
| 3Y | +133.6% | +89.2% | +44.4% | +74.2% |
| 5Y | +84.4% | +134.6% | -50.2% | +24.3% |
| 10Y | +114.3% | +251.4% | -137.0% | +22.6% |
| All | +3,874.2% | +1,273.7% | +2,600.4% | +1,511.5% |
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 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