+97.0%
NGS vs SPY
+75.1%
+21.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.2% |
| 7D | -14.8% | -2.7% | -12.0% | -12.2% |
| 30D | -16.9% | -5.4% | -11.5% | -11.8% |
| 3M | -23.8% | -4.1% | -19.7% | -20.4% |
| 6M | -31.0% | +0.7% | -31.7% | -31.8% |
| YTD | -17.1% | +8.7% | -25.7% | -25.1% |
| 1Y | -2.9% | +10.9% | -13.8% | -14.5% |
| 3Y | +97.0% | +75.0% | +22.0% | +38.5% |
| All | +97.0% | +75.1% | +21.9% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling