+114.8%
NEO vs SPY
+318.9%
-204.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.5% |
| 7D | +0.9% | -2.0% | +2.8% | +3.5% |
| 30D | +6.5% | -1.7% | +8.2% | +9.0% |
| 3M | +56.1% | +4.7% | +51.4% | +46.5% |
| 6M | +105.7% | +12.5% | +93.2% | +76.4% |
| YTD | +49.7% | +11.7% | +38.0% | +29.3% |
| 1Y | +135.4% | +17.5% | +117.9% | +90.0% |
| 3Y | +29.6% | +76.6% | -47.0% | -38.5% |
| 5Y | -66.5% | +82.0% | -148.5% | -84.0% |
| All | +114.8% | +318.9% | -204.1% | -55.2% |
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