+3.8%
NGEN vs SPY
+195.0%
-191.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.6% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | -22.0% | -2.4% | -19.6% | -20.6% |
| 3M | -22.4% | -1.2% | -21.3% | -21.7% |
| 6M | -64.8% | +3.3% | -68.0% | -65.5% |
| YTD | -75.9% | +12.3% | -88.2% | -77.6% |
| 1Y | -44.1% | +12.4% | -56.5% | -47.9% |
| 3Y | -0.7% | +78.8% | -79.5% | -31.8% |
| 5Y | -42.1% | +75.2% | -117.2% | -60.2% |
| All | +3.8% | +195.0% | -191.3% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling