+3,814.0%
NEO vs SPY
+929.2%
+2,884.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.7% |
| 7D | -1.9% | -0.9% | -1.0% | -1.2% |
| 30D | +3.9% | -2.4% | +6.2% | +5.8% |
| 3M | +1.8% | -1.2% | +3.0% | +2.8% |
| 6M | +94.3% | +3.3% | +91.0% | +90.2% |
| YTD | +43.1% | +12.3% | +30.8% | +32.4% |
| 1Y | +61.5% | +12.4% | +49.1% | +49.3% |
| 3Y | +6.8% | +78.8% | -72.0% | -26.5% |
| 5Y | -60.4% | +75.2% | -135.6% | -71.6% |
| 10Y | +88.9% | +311.1% | -222.2% | -2.1% |
| All | +3,814.0% | +929.2% | +2,884.7% | +1,610.1% |
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