+770.5%
NGS vs SPY
+1,234.1%
-463.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | -0.6% | +0.1% | -0.6% | -0.7% |
| 3M | -11.8% | +2.0% | -13.8% | -14.3% |
| 6M | -6.1% | +13.0% | -19.2% | -19.8% |
| YTD | +9.1% | +13.5% | -4.4% | -7.4% |
| 1Y | +35.9% | +20.0% | +16.0% | +7.9% |
| 3Y | +244.1% | +77.2% | +167.0% | +72.3% |
| 5Y | +289.4% | +81.9% | +207.5% | +74.7% |
| 10Y | +45.2% | +314.1% | -268.9% | -79.3% |
| All | +770.5% | +1,234.1% | -463.7% | -58.8% |
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