-96.1%
NEGG vs SPY
+82.3%
-178.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.1% |
| 7D | -4.2% | -0.8% | -3.5% | -2.9% |
| 30D | -25.8% | -1.1% | -24.7% | -24.4% |
| 3M | -21.2% | +3.9% | -25.0% | -25.9% |
| 6M | -67.9% | +13.6% | -81.5% | -73.8% |
| YTD | -71.1% | +12.7% | -83.8% | -76.0% |
| 1Y | -61.2% | +17.5% | -78.7% | -69.4% |
| 3Y | -31.4% | +76.9% | -108.4% | -73.2% |
| All | -96.1% | +82.3% | -178.3% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling