+79.1%
NGEN vs SPY
+198.3%
-119.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +38.7% | +0.1% | +38.6% | +38.6% |
| 3M | +15.9% | +2.0% | +13.9% | +14.4% |
| 6M | -45.4% | +13.0% | -58.4% | -49.7% |
| YTD | -58.4% | +13.5% | -71.9% | -61.7% |
| 1Y | -8.6% | +20.0% | -28.6% | -18.5% |
| 3Y | +54.3% | +77.2% | -22.9% | +6.4% |
| 5Y | +43.0% | +81.9% | -38.8% | -4.9% |
| All | +79.1% | +198.3% | -119.2% | -16.9% |
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