-23.3%
NGEN vs SPY
+12.1%
-35.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.4% | +15.7% | +15.9% |
| 7D | +41.4% | +2.6% | +38.8% | +35.3% |
| 30D | +20.1% | -2.0% | +22.1% | +23.9% |
| 3M | +6.8% | -2.8% | +9.6% | +11.8% |
| 6M | -48.4% | +2.1% | -50.5% | -51.3% |
| YTD | -66.4% | +11.5% | -77.9% | -73.6% |
| 1Y | -23.3% | +13.5% | -36.7% | -44.4% |
| All | -23.3% | +12.1% | -35.3% | -44.4% |
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