+40.7%
NG vs SPY
+315.0%
-274.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +5.9% |
| 7D | +17.0% | +0.1% | +16.9% | +17.0% |
| 30D | +2.5% | -3.3% | +5.9% | +5.1% |
| 3M | -9.4% | -2.4% | -6.9% | -7.5% |
| 6M | -21.4% | +2.6% | -23.9% | -21.9% |
| YTD | -26.2% | +11.2% | -37.4% | -29.7% |
| 1Y | -16.0% | +13.4% | -29.4% | -20.7% |
| 3Y | +92.7% | +79.9% | +12.8% | +43.6% |
| 5Y | -13.4% | +72.2% | -85.5% | -35.3% |
| 10Y | +40.7% | +307.3% | -266.6% | -9.5% |
| All | +40.7% | +315.0% | -274.3% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling