-22.5%
NGVT vs SPY
+67.0%
-89.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -8.1% |
| 7D | -15.5% | -4.7% | -10.7% | -9.8% |
| 30D | -12.5% | -5.9% | -6.6% | -5.2% |
| 3M | -17.4% | -4.5% | -12.8% | -12.1% |
| 6M | -17.4% | +1.8% | -19.2% | -18.8% |
| YTD | +7.7% | +8.3% | -0.7% | -2.1% |
| 1Y | +17.0% | +9.3% | +7.6% | +5.5% |
| 3Y | +48.8% | +74.9% | -26.0% | -19.6% |
| 5Y | -22.5% | +67.3% | -89.7% | -57.1% |
| All | -22.5% | +67.0% | -89.5% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling