+82.7%
NGNE vs SPY
+78.4%
+4.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.1% |
| 7D | -5.2% | -0.6% | -4.6% | -4.1% |
| 30D | -4.2% | -3.7% | -0.6% | +2.8% |
| 3M | -30.8% | -2.7% | -28.1% | -27.2% |
| 6M | -17.9% | +2.2% | -20.1% | -21.4% |
| YTD | +22.7% | +10.8% | +11.9% | +1.7% |
| 1Y | -10.7% | +11.2% | -21.9% | -25.9% |
| 3Y | +82.7% | +76.5% | +6.2% | -29.5% |
| All | +82.7% | +78.4% | +4.3% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling