-50.8%
NEON vs SPY
+76.5%
-127.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.8% |
| 7D | +1.2% | -0.4% | +1.5% | +1.6% |
| 30D | -10.3% | -1.4% | -8.9% | -8.9% |
| 3M | -30.4% | +3.7% | -34.1% | -32.7% |
| 6M | -47.6% | +13.0% | -60.6% | -53.2% |
| YTD | -50.0% | +12.4% | -62.4% | -55.0% |
| 1Y | -82.0% | +18.5% | -100.6% | -84.4% |
| All | -50.8% | +76.5% | -127.4% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling