+96.8%
NGNE vs SPY
+20.8%
+76.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.2% |
| 30D | +7.3% | +0.1% | +7.2% | +7.1% |
| 3M | +40.5% | +2.0% | +38.5% | +36.1% |
| 6M | +61.4% | +13.0% | +48.4% | +29.3% |
| YTD | +87.4% | +13.5% | +73.8% | +47.1% |
| 1Y | +96.8% | +20.0% | +76.9% | +52.7% |
| All | +96.8% | +20.8% | +76.0% | +52.7% |
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 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