-81.0%
NGNE vs SPY
+72.2%
-153.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.2% |
| 7D | -5.2% | -0.6% | -4.6% | -4.3% |
| 30D | -4.2% | -3.7% | -0.6% | +1.5% |
| 3M | -30.8% | -2.7% | -28.1% | -27.9% |
| 6M | -17.9% | +2.2% | -20.1% | -20.4% |
| YTD | +22.7% | +10.8% | +11.9% | +6.5% |
| 1Y | -10.7% | +11.2% | -21.9% | -22.4% |
| 3Y | +82.7% | +76.5% | +6.2% | -8.0% |
| 5Y | -81.0% | +72.9% | -154.0% | -89.5% |
| All | -81.0% | +72.2% | -153.2% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling