-26.0%
NGVT vs SPY
+67.4%
-93.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -6.0% |
| 7D | -19.1% | -2.7% | -16.4% | -15.9% |
| 30D | -15.2% | -5.4% | -9.8% | -8.8% |
| 3M | -22.3% | -4.1% | -18.2% | -17.8% |
| 6M | -22.8% | +0.7% | -23.5% | -23.2% |
| YTD | +1.6% | +8.7% | -7.1% | -8.0% |
| 1Y | +30.1% | +10.9% | +19.3% | +15.0% |
| 3Y | +50.1% | +75.0% | -24.9% | -19.0% |
| All | -26.0% | +67.4% | -93.4% | -59.5% |
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 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