+3,730.5%
NEOG vs SPY
+3,059.5%
+671.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.6% |
| 7D | +0.9% | -0.4% | +1.3% | +1.2% |
| 30D | +4.6% | -1.4% | +5.9% | +5.6% |
| 3M | +28.3% | +3.7% | +24.6% | +25.3% |
| 6M | +22.9% | +13.0% | +9.9% | +13.6% |
| YTD | +70.5% | +12.4% | +58.1% | +58.3% |
| 1Y | +108.0% | +18.5% | +89.5% | +87.0% |
| 3Y | -38.9% | +77.6% | -116.5% | -59.4% |
| 5Y | -72.1% | +81.7% | -153.8% | -81.7% |
| 10Y | -43.6% | +319.7% | -363.3% | -77.7% |
| All | +3,730.5% | +3,059.5% | +671.0% | +259.6% |
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 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