+127.2%
NGL vs SPY
+654.5%
-527.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +4.4% | +0.1% | +4.4% | +4.3% |
| 3M | +10.9% | +2.0% | +8.9% | +8.3% |
| 6M | +49.9% | +13.0% | +36.9% | +32.1% |
| YTD | +77.5% | +13.5% | +64.0% | +55.6% |
| 1Y | +206.0% | +20.0% | +186.1% | +153.3% |
| 3Y | +361.0% | +77.2% | +283.9% | +156.7% |
| 5Y | +897.2% | +81.9% | +815.3% | +434.6% |
| 10Y | +65.8% | +314.1% | -248.2% | -55.6% |
| All | +127.2% | +654.5% | -527.4% | -52.8% |
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