+4.2%
NE vs SPY
+79.7%
-75.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +15.5% | +0.1% | +15.5% | +15.3% |
| 3M | -1.3% | +2.0% | -3.3% | -4.1% |
| 6M | +1.7% | +13.0% | -11.3% | -13.5% |
| YTD | +66.8% | +13.5% | +53.3% | +41.0% |
| 1Y | +65.9% | +20.0% | +45.9% | +30.0% |
| All | +4.2% | +79.7% | -75.5% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling