-89.4%
NGNE vs SPY
+391.1%
-480.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | -5.2% | -0.6% | -4.6% | -4.5% |
| 30D | -4.2% | -3.7% | -0.6% | -0.1% |
| 3M | -30.8% | -2.7% | -28.1% | -28.7% |
| 6M | -17.9% | +2.2% | -20.1% | -19.5% |
| YTD | +22.7% | +10.8% | +11.9% | +11.5% |
| 1Y | -10.7% | +11.2% | -21.9% | -18.8% |
| 3Y | +82.7% | +76.5% | +6.2% | +12.9% |
| 5Y | -81.0% | +72.9% | -154.0% | -88.0% |
| 10Y | -90.2% | +304.8% | -395.1% | -96.3% |
| All | -89.4% | +391.1% | -480.5% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling