+96.8%
NGNE vs SPY
+18.8%
+78.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | -1.3% | -0.4% | -0.9% | -0.8% |
| 30D | +3.6% | -1.4% | +5.0% | +5.8% |
| 3M | +31.5% | +3.7% | +27.8% | +22.7% |
| 6M | +60.5% | +13.0% | +47.5% | +28.3% |
| YTD | +83.9% | +12.4% | +71.5% | +46.5% |
| 1Y | +96.8% | +18.5% | +78.2% | +54.8% |
| All | +96.8% | +18.8% | +78.0% | +54.8% |
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