-30.1%
NVGS vs SPY
+645.9%
-675.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -7.8% | -2.7% | -5.1% | -6.5% |
| 30D | -15.8% | -5.4% | -10.4% | -13.4% |
| 3M | -4.6% | -4.1% | -0.5% | -2.7% |
| 6M | -11.9% | +0.7% | -12.6% | -12.5% |
| YTD | +15.7% | +8.7% | +7.0% | +10.8% |
| 1Y | +15.3% | +10.9% | +4.4% | +9.2% |
| 3Y | +44.1% | +75.0% | -30.9% | +8.9% |
| 5Y | +145.8% | +67.8% | +78.0% | +88.2% |
| 10Y | +200.3% | +312.9% | -112.5% | +70.5% |
| All | -30.1% | +645.9% | -675.9% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling