+32.2%
NVG vs SPY
+322.5%
-290.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -5.6% | -1.1% | -4.6% | -5.3% |
| 3M | -6.8% | +3.9% | -10.6% | -7.8% |
| 6M | -6.4% | +13.6% | -20.0% | -9.7% |
| YTD | -3.6% | +12.7% | -16.2% | -6.8% |
| 1Y | +1.0% | +17.5% | -16.5% | -3.5% |
| 3Y | +30.6% | +76.9% | -46.3% | +10.5% |
| 5Y | -11.1% | +83.6% | -94.7% | -26.2% |
| All | +32.2% | +322.5% | -290.3% | -12.0% |
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