-26.7%
NVGS vs SPY
+660.7%
-687.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.1% |
| 30D | -13.1% | -3.7% | -9.4% | -11.4% |
| 3M | +2.6% | -2.7% | +5.4% | +4.0% |
| 6M | -9.0% | +2.2% | -11.2% | -10.3% |
| YTD | +21.3% | +10.8% | +10.5% | +15.0% |
| 1Y | +20.7% | +11.2% | +9.4% | +14.1% |
| 3Y | +51.6% | +76.5% | -24.9% | +14.0% |
| 5Y | +158.0% | +72.9% | +85.1% | +94.6% |
| 10Y | +166.6% | +304.8% | -138.3% | +51.2% |
| All | -26.7% | +660.7% | -687.4% | -63.4% |
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