-94.4%
NEGG vs SPY
+322.5%
-416.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.8% |
| 7D | -4.2% | -0.8% | -3.5% | -3.5% |
| 30D | -25.8% | -1.1% | -24.7% | -25.0% |
| 3M | -21.2% | +3.9% | -25.0% | -23.8% |
| 6M | -67.9% | +13.6% | -81.5% | -71.2% |
| YTD | -71.1% | +12.7% | -83.8% | -73.9% |
| 1Y | -61.2% | +17.5% | -78.7% | -65.8% |
| 3Y | -31.4% | +76.9% | -108.4% | -56.4% |
| 5Y | -95.8% | +83.6% | -179.4% | -97.3% |
| All | -94.4% | +322.5% | -416.8% | -97.3% |
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