+35.4%
NG vs SPY
+313.2%
-277.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | +17.1% | +0.1% | +17.1% | +17.2% |
| 3M | -1.5% | +2.0% | -3.5% | -2.3% |
| 6M | -36.4% | +13.0% | -49.4% | -40.5% |
| YTD | -13.4% | +13.5% | -27.0% | -18.9% |
| 1Y | +19.6% | +20.0% | -0.4% | +8.7% |
| 3Y | +93.1% | +77.2% | +15.9% | +43.5% |
| 5Y | +10.2% | +81.9% | -71.6% | -20.1% |
| All | +35.4% | +313.2% | -277.8% | -18.3% |
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