+101.2%
NG vs SPY
+77.4%
+23.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 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% | -3.3% |
| 6M | -36.4% | +13.0% | -49.4% | -44.5% |
| YTD | -13.4% | +13.5% | -27.0% | -24.5% |
| 1Y | +19.6% | +20.0% | -0.4% | -1.3% |
| All | +101.2% | +77.4% | +23.9% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling