+169.9%
NVGS vs SPY
+307.0%
-137.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +7.5% | +2.6% | +4.9% | +5.1% |
| 30D | -6.7% | -2.0% | -4.7% | -5.1% |
| 3M | +3.2% | -2.8% | +6.0% | +5.6% |
| 6M | -7.8% | +2.1% | -9.9% | -10.1% |
| YTD | +24.3% | +11.5% | +12.9% | +12.3% |
| 1Y | +23.3% | +13.5% | +9.8% | +9.4% |
| 3Y | +55.8% | +77.7% | -21.9% | -9.5% |
| 5Y | +147.4% | +72.6% | +74.8% | +45.4% |
| All | +169.9% | +307.0% | -137.1% | -29.0% |
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