+47.9%
NGL vs SPY
+308.5%
-260.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +6.0% | +3.3% | +2.7% | +2.5% |
| 30D | +4.3% | -2.7% | +7.0% | +7.1% |
| 3M | -8.0% | -1.7% | -6.3% | -6.5% |
| 6M | -6.4% | +3.1% | -9.4% | -9.9% |
| YTD | +56.3% | +11.9% | +44.4% | +37.5% |
| 1Y | +52.3% | +12.0% | +40.4% | +33.7% |
| 3Y | +295.7% | +78.2% | +217.5% | +108.2% |
| 5Y | +597.8% | +73.2% | +524.5% | +274.2% |
| All | +47.9% | +308.5% | -260.6% | -67.7% |
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