-99.2%
NEGG vs SPY
+753.1%
-852.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.5% |
| 7D | -4.3% | +0.5% | -4.8% | -4.7% |
| 30D | -11.4% | -0.9% | -10.4% | -10.7% |
| 3M | -16.3% | +3.9% | -20.2% | -18.5% |
| 6M | -64.3% | +14.5% | -78.9% | -67.7% |
| YTD | -70.1% | +12.9% | -83.0% | -72.5% |
| 1Y | -61.2% | +19.4% | -80.6% | -65.5% |
| 3Y | -27.8% | +78.5% | -106.2% | -50.7% |
| 5Y | -95.7% | +81.8% | -177.5% | -97.0% |
| 10Y | -94.6% | +311.5% | -406.1% | -97.4% |
| All | -99.2% | +753.1% | -852.4% | -99.8% |
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