-93.3%
NEON vs SPY
+322.5%
-415.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.3% |
| 7D | -9.8% | -0.8% | -9.0% | -9.0% |
| 30D | -16.2% | -1.1% | -15.1% | -15.1% |
| 3M | -30.8% | +3.9% | -34.7% | -33.2% |
| 6M | -48.8% | +13.6% | -62.4% | -54.5% |
| YTD | -52.3% | +12.7% | -65.0% | -57.1% |
| 1Y | -80.7% | +17.5% | -98.2% | -83.2% |
| 3Y | -53.1% | +76.9% | -130.0% | -73.9% |
| 5Y | -87.4% | +83.6% | -171.0% | -93.1% |
| All | -93.3% | +322.5% | -415.8% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling