+25.3%
NGEN vs SPY
+194.0%
-168.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.7% | -0.4% | +21.1% | +21.0% |
| 7D | +23.5% | +3.3% | +20.2% | +20.7% |
| 30D | 0.0% | -2.7% | +2.7% | +2.0% |
| 3M | -7.4% | -1.7% | -5.6% | -6.2% |
| 6M | -56.3% | +3.1% | -59.4% | -57.2% |
| YTD | -70.9% | +11.9% | -82.8% | -72.9% |
| 1Y | -39.5% | +12.0% | -51.5% | -43.5% |
| 3Y | +19.9% | +78.2% | -58.3% | -17.5% |
| 5Y | -30.6% | +73.2% | -103.9% | -52.0% |
| All | +25.3% | +194.0% | -168.7% | -41.2% |
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 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