+108.6%
NE vs SPY
+91.8%
+16.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +6.8% | +2.6% | +4.2% | +4.2% |
| 30D | +1.7% | -2.0% | +3.7% | +3.2% |
| 3M | -0.4% | -2.8% | +2.3% | +1.7% |
| 6M | -13.0% | +2.1% | -15.1% | -15.9% |
| YTD | +59.6% | +11.5% | +48.1% | +40.7% |
| 1Y | +54.2% | +13.5% | +40.7% | +33.4% |
| 3Y | +7.6% | +77.7% | -70.1% | -37.4% |
| 5Y | +92.5% | +72.6% | +19.9% | +13.1% |
| All | +108.6% | +91.8% | +16.8% | +10.5% |
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