-37.4%
NTGR vs SPY
+322.5%
-359.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.1% | +5.1% |
| 7D | +4.3% | -0.8% | +5.1% | +5.2% |
| 30D | -8.1% | -1.1% | -7.1% | -7.1% |
| 3M | -8.6% | +3.9% | -12.5% | -11.9% |
| 6M | +4.1% | +13.6% | -9.5% | -8.0% |
| YTD | -9.4% | +12.7% | -22.1% | -19.2% |
| 1Y | -23.4% | +17.5% | -40.9% | -34.3% |
| 3Y | +86.2% | +76.9% | +9.3% | +9.8% |
| 5Y | -32.1% | +83.6% | -115.7% | -61.6% |
| All | -37.4% | +322.5% | -359.9% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling