+99.5%
NGL vs SPY
+639.2%
-539.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.8% |
| 30D | +5.8% | -3.3% | +9.1% | +9.2% |
| 3M | -7.6% | -2.4% | -5.2% | -5.5% |
| 6M | -4.5% | +2.6% | -7.1% | -7.4% |
| YTD | +55.9% | +11.2% | +44.7% | +39.3% |
| 1Y | +63.8% | +13.4% | +50.4% | +43.4% |
| 3Y | +274.8% | +79.9% | +194.9% | +105.7% |
| 5Y | +531.2% | +72.2% | +459.0% | +257.8% |
| 10Y | +47.5% | +307.3% | -259.8% | -59.9% |
| All | +99.5% | +639.2% | -539.7% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling