+49.7%
NGS vs SPY
+311.3%
-261.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +4.7% | +0.5% | +4.2% | +4.2% |
| 30D | +0.2% | -0.9% | +1.1% | +0.9% |
| 3M | -9.8% | +3.9% | -13.7% | -12.9% |
| 6M | -1.6% | +14.5% | -16.1% | -12.7% |
| YTD | +10.9% | +12.9% | -2.0% | -0.5% |
| 1Y | +44.1% | +19.4% | +24.7% | +23.2% |
| 3Y | +235.2% | +78.5% | +156.7% | +110.3% |
| 5Y | +293.4% | +81.8% | +211.6% | +135.4% |
| 10Y | +49.7% | +311.5% | -261.8% | -65.8% |
| All | +49.7% | +311.3% | -261.6% | -65.8% |
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 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