+510.2%
NGL vs SPY
+67.4%
+442.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.1% |
| 7D | -9.0% | -2.7% | -6.2% | -7.1% |
| 30D | -1.8% | -5.4% | +3.6% | +2.4% |
| 3M | -13.8% | -4.1% | -9.7% | -11.1% |
| 6M | -6.0% | +0.7% | -6.7% | -7.0% |
| YTD | +49.5% | +8.7% | +40.8% | +39.0% |
| 1Y | +62.5% | +10.9% | +51.6% | +48.6% |
| 3Y | +250.9% | +75.0% | +175.9% | +123.9% |
| All | +510.2% | +67.4% | +442.8% | +329.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling