+250.8%
NVGS vs SPY
+312.5%
-61.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.2% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +11.9% | -1.4% | +13.3% | +13.2% |
| 3M | +0.7% | +3.7% | -3.0% | -2.9% |
| 6M | +9.8% | +13.0% | -3.2% | -1.9% |
| YTD | +32.2% | +12.4% | +19.8% | +18.6% |
| 1Y | +39.5% | +18.5% | +21.0% | +19.1% |
| 3Y | +70.0% | +77.6% | -7.7% | -1.5% |
| 5Y | +166.9% | +81.7% | +85.3% | +48.5% |
| 10Y | +250.8% | +319.7% | -68.9% | -19.9% |
| All | +250.8% | +312.5% | -61.7% | -19.9% |
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