+69.3%
NGL vs SPY
+312.5%
-243.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | -5.2% | -0.4% | -4.9% | -4.9% |
| 30D | +3.3% | -1.4% | +4.6% | +4.7% |
| 3M | +12.9% | +3.7% | +9.2% | +8.0% |
| 6M | +53.5% | +13.0% | +40.5% | +33.9% |
| YTD | +77.1% | +12.4% | +64.7% | +55.3% |
| 1Y | +201.7% | +18.5% | +183.2% | +149.1% |
| 3Y | +361.2% | +77.6% | +283.6% | +142.7% |
| 5Y | +889.4% | +81.7% | +807.7% | +400.6% |
| 10Y | +69.3% | +319.7% | -250.3% | -64.3% |
| All | +69.3% | +312.5% | -243.2% | -64.3% |
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