+68.3%
NGEN vs SPY
+196.7%
-128.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.6% |
| 7D | -5.6% | +0.5% | -6.2% | -5.9% |
| 30D | +28.1% | -0.9% | +29.0% | +28.9% |
| 3M | +20.3% | +3.9% | +16.4% | +17.2% |
| 6M | -45.5% | +14.5% | -60.0% | -50.2% |
| YTD | -60.9% | +12.9% | -73.8% | -63.9% |
| 1Y | -18.0% | +19.4% | -37.3% | -26.6% |
| 3Y | +51.0% | +78.5% | -27.4% | +3.7% |
| 5Y | +39.0% | +81.8% | -42.8% | -7.6% |
| All | +68.3% | +196.7% | -128.4% | -21.6% |
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