+117.3%
NE vs SPY
+93.4%
+23.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.5% |
| 7D | -4.5% | -0.4% | -4.1% | -4.1% |
| 30D | +5.5% | -1.4% | +6.9% | +6.8% |
| 3M | +1.4% | +3.7% | -2.3% | -2.8% |
| 6M | +2.1% | +13.0% | -10.9% | -10.8% |
| YTD | +66.3% | +12.4% | +53.9% | +46.3% |
| 1Y | +59.2% | +18.5% | +40.7% | +32.5% |
| 3Y | +3.9% | +77.6% | -73.8% | -39.4% |
| 5Y | +99.3% | +81.7% | +17.6% | +15.0% |
| All | +117.3% | +93.4% | +23.9% | +14.8% |
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