+92.5%
NTGR vs SPY
+1,067.0%
-974.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +1.2% | +0.5% | +0.7% | +0.6% |
| 30D | -10.7% | -0.9% | -9.8% | -9.7% |
| 3M | -16.2% | +3.9% | -20.0% | -19.6% |
| 6M | +4.2% | +14.5% | -10.3% | -10.2% |
| YTD | -13.9% | +12.9% | -26.8% | -24.5% |
| 1Y | -24.9% | +19.4% | -44.3% | -38.0% |
| 3Y | +73.5% | +78.5% | -5.0% | -7.1% |
| 5Y | -37.4% | +81.8% | -119.2% | -67.5% |
| 10Y | -41.3% | +311.5% | -352.8% | -88.4% |
| All | +92.5% | +1,067.0% | -974.5% | -88.9% |
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