-61.9%
NEGG vs SPY
+20.8%
-82.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.7% | -5.9% |
| 7D | -8.3% | +0.1% | -8.4% | -8.5% |
| 30D | -8.3% | +0.1% | -8.3% | -8.6% |
| 3M | -17.0% | +2.0% | -19.0% | -21.2% |
| 6M | -64.5% | +13.0% | -77.5% | -75.2% |
| YTD | -69.8% | +13.5% | -83.4% | -79.3% |
| 1Y | -61.9% | +20.0% | -81.9% | -72.7% |
| All | -61.9% | +20.8% | -82.8% | -72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling