+3,746.5%
NEO vs SPY
+925.6%
+2,821.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | +0.3% | +3.3% | -3.0% | -1.9% |
| 30D | -0.7% | -2.7% | +2.0% | +1.3% |
| 3M | +0.7% | -1.7% | +2.5% | +2.1% |
| 6M | +89.0% | +3.1% | +85.9% | +85.2% |
| YTD | +40.6% | +11.9% | +28.8% | +30.4% |
| 1Y | +65.4% | +12.0% | +53.4% | +53.3% |
| 3Y | +4.9% | +78.2% | -73.2% | -27.6% |
| 5Y | -60.5% | +73.2% | -133.8% | -71.5% |
| 10Y | +85.6% | +309.6% | -224.0% | -3.5% |
| All | +3,746.5% | +925.6% | +2,821.0% | +1,584.9% |
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