+103.6%
NE vs SPY
+92.5%
+11.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | +6.8% | +3.3% | +3.5% | +3.6% |
| 30D | -1.9% | -2.7% | +0.8% | +0.2% |
| 3M | -2.4% | -1.7% | -0.6% | -1.3% |
| 6M | -15.1% | +3.1% | -18.2% | -18.7% |
| YTD | +55.7% | +11.9% | +43.8% | +36.9% |
| 1Y | +50.9% | +12.0% | +38.9% | +32.4% |
| 3Y | +6.3% | +78.2% | -71.8% | -38.3% |
| 5Y | +87.8% | +73.2% | +14.6% | +10.0% |
| All | +103.6% | +92.5% | +11.0% | +7.5% |
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