+596.5%
NGS vs SPY
+1,207.1%
-610.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +2.4% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -12.2% | -3.3% | -8.9% | -8.4% |
| 3M | -21.1% | -2.4% | -18.7% | -18.8% |
| 6M | -24.4% | +2.6% | -27.0% | -27.0% |
| YTD | -12.7% | +11.2% | -23.9% | -24.0% |
| 1Y | +0.9% | +13.4% | -12.5% | -14.2% |
| 3Y | +107.0% | +79.9% | +27.1% | +2.2% |
| 5Y | +137.4% | +72.2% | +65.2% | +14.7% |
| 10Y | +17.2% | +307.3% | -290.1% | -83.0% |
| All | +596.5% | +1,207.1% | -610.5% | -66.2% |
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