+55.7%
NGVT vs SPY
+313.4%
-257.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -8.5% | +0.1% | -8.6% | -8.6% |
| 3M | +6.7% | +2.0% | +4.7% | +3.7% |
| 6M | +0.9% | +13.0% | -12.1% | -14.1% |
| YTD | +19.2% | +13.5% | +5.7% | +0.7% |
| 1Y | +19.8% | +20.0% | -0.2% | -5.7% |
| 3Y | +29.1% | +77.2% | -48.1% | -37.1% |
| 5Y | -10.5% | +81.9% | -92.4% | -58.1% |
| All | +55.7% | +313.4% | -257.7% | -71.4% |
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