-87.5%
NEON vs SPY
+79.8%
-167.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.8% |
| 7D | -8.7% | -2.0% | -6.7% | -6.4% |
| 30D | -16.2% | -1.7% | -14.5% | -14.4% |
| 3M | -28.5% | +4.7% | -33.3% | -31.9% |
| 6M | -49.9% | +12.5% | -62.4% | -55.6% |
| YTD | -52.8% | +11.7% | -64.5% | -57.7% |
| 1Y | -79.9% | +17.5% | -97.4% | -82.8% |
| 3Y | -51.1% | +76.6% | -127.7% | -74.9% |
| 5Y | -87.5% | +82.0% | -169.6% | -92.8% |
| All | -87.5% | +79.8% | -167.3% | -92.8% |
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