+3,941.9%
NEO vs SPY
+940.7%
+3,001.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +10.5% | +0.1% | +10.4% | +10.5% |
| 3M | +53.7% | +2.0% | +51.7% | +51.5% |
| 6M | +91.0% | +13.0% | +78.0% | +75.9% |
| YTD | +47.8% | +13.5% | +34.2% | +35.6% |
| 1Y | +115.6% | +20.0% | +95.7% | +90.5% |
| 3Y | +14.6% | +77.2% | -62.6% | -20.6% |
| 5Y | -66.2% | +81.9% | -148.0% | -76.2% |
| 10Y | +117.2% | +314.1% | -196.8% | +11.8% |
| All | +3,941.9% | +940.7% | +3,001.2% | +1,651.5% |
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