-91.6%
NGNE vs SPY
+307.0%
-398.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -5.5% | +2.6% | -8.0% | -8.0% |
| 30D | +7.9% | -2.0% | +9.9% | +10.8% |
| 3M | -32.8% | -2.8% | -30.1% | -30.6% |
| 6M | -26.6% | +2.1% | -28.8% | -28.2% |
| YTD | +16.2% | +11.5% | +4.7% | +4.1% |
| 1Y | -9.7% | +13.5% | -23.1% | -20.3% |
| 3Y | +78.1% | +77.7% | +0.4% | +6.0% |
| 5Y | -81.1% | +72.6% | -153.7% | -88.4% |
| All | -91.6% | +307.0% | -398.6% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling