+5.6%
NGEN vs SPY
+75.1%
-69.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.5% |
| 7D | -2.9% | -2.7% | -0.2% | -0.5% |
| 30D | -23.6% | -5.4% | -18.2% | -19.5% |
| 3M | -22.7% | -4.1% | -18.6% | -19.6% |
| 6M | -65.8% | +0.7% | -66.5% | -66.0% |
| YTD | -76.2% | +8.7% | -84.9% | -77.8% |
| 1Y | -42.2% | +10.9% | -53.1% | -46.6% |
| 3Y | +5.6% | +75.0% | -69.4% | -57.7% |
| All | +5.6% | +75.1% | -69.4% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling