-74.6%
NGNE vs SPY
+81.8%
-156.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.4% |
| 7D | +0.7% | +0.5% | +0.1% | -0.1% |
| 30D | +6.8% | -0.9% | +7.8% | +8.2% |
| 3M | +33.3% | +3.9% | +29.4% | +25.7% |
| 6M | +72.0% | +14.5% | +57.5% | +42.4% |
| YTD | +85.1% | +12.9% | +72.2% | +55.9% |
| 1Y | +96.0% | +19.4% | +76.7% | +53.8% |
| 3Y | +138.3% | +78.5% | +59.9% | +17.0% |
| 5Y | -74.6% | +81.8% | -156.4% | -87.1% |
| All | -74.6% | +81.8% | -156.4% | -87.1% |
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