-100.0%
NEON vs SPY
+3,091.8%
-3,191.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.1% | +0.1% | +1.0% | +1.1% |
| 3M | -50.3% | +2.0% | -52.3% | -50.7% |
| 6M | -46.8% | +13.0% | -59.8% | -50.9% |
| YTD | -47.1% | +13.5% | -60.7% | -51.3% |
| 1Y | -85.1% | +20.0% | -105.0% | -86.7% |
| 3Y | -47.7% | +77.2% | -124.9% | -65.6% |
| 5Y | -84.7% | +81.9% | -166.6% | -89.9% |
| 10Y | -93.1% | +314.1% | -407.1% | -97.3% |
| All | -100.0% | +3,091.8% | -3,191.8% | -100.0% |
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