-20.9%
NG vs SPY
+14.6%
-35.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +1.5% |
| 7D | -2.6% | -0.7% | -1.8% | -0.4% |
| 30D | -7.7% | -1.0% | -6.7% | -4.6% |
| 3M | -3.6% | -0.3% | -3.3% | -1.8% |
| 6M | -23.3% | +7.3% | -30.6% | -34.8% |
| YTD | -34.5% | +13.3% | -47.9% | -50.6% |
| 1Y | -20.9% | +14.8% | -35.7% | -41.8% |
| All | -20.9% | +14.6% | -35.5% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling