-43.0%
NGEN vs SPY
+14.6%
-57.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | -0.7% |
| 7D | -10.0% | -0.7% | -9.3% | -8.7% |
| 30D | -25.4% | -1.0% | -24.4% | -23.9% |
| 3M | -18.7% | -0.3% | -18.3% | -18.1% |
| 6M | -63.1% | +7.3% | -70.5% | -68.5% |
| YTD | -75.9% | +13.3% | -89.2% | -81.5% |
| 1Y | -43.0% | +14.8% | -57.8% | -58.3% |
| All | -43.0% | +14.6% | -57.7% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling