-72.1%
NEOG vs SPY
+82.3%
-154.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | -0.4% | -0.8% | +0.3% | +0.2% |
| 30D | +2.8% | -1.1% | +3.9% | +3.7% |
| 3M | +27.4% | +3.9% | +23.5% | +23.7% |
| 6M | +19.5% | +13.6% | +5.9% | +8.6% |
| YTD | +68.5% | +12.7% | +55.9% | +54.2% |
| 1Y | +105.2% | +17.5% | +87.7% | +82.8% |
| 3Y | -40.6% | +76.9% | -117.5% | -63.2% |
| All | -72.1% | +82.3% | -154.4% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling