+28.3%
NG vs SPY
+312.9%
-284.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.2% |
| 7D | +10.2% | -2.7% | +12.9% | +12.2% |
| 30D | +0.6% | -5.4% | +6.0% | +4.6% |
| 3M | -7.2% | -4.1% | -3.2% | -4.3% |
| 6M | -29.1% | +0.7% | -29.8% | -28.7% |
| YTD | -31.3% | +8.7% | -40.0% | -33.6% |
| 1Y | -18.4% | +10.9% | -29.2% | -21.8% |
| 3Y | +71.1% | +75.0% | -3.9% | +29.8% |
| 5Y | -17.4% | +67.8% | -85.2% | -37.3% |
| All | +28.3% | +312.9% | -284.6% | -17.9% |
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