+588.6%
NGS vs SPY
+1,202.3%
-613.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | -9.1% | -0.6% | -8.5% | -8.5% |
| 30D | -13.2% | -3.7% | -9.5% | -9.1% |
| 3M | -21.9% | -2.7% | -19.2% | -19.3% |
| 6M | -25.3% | +2.2% | -27.5% | -27.6% |
| YTD | -13.7% | +10.8% | -24.5% | -24.5% |
| 1Y | -4.0% | +11.2% | -15.3% | -16.5% |
| 3Y | +108.0% | +76.5% | +31.5% | +5.1% |
| 5Y | +137.2% | +72.9% | +64.2% | +13.9% |
| 10Y | +11.3% | +304.8% | -293.5% | -83.7% |
| All | +588.6% | +1,202.3% | -613.6% | -66.5% |
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 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