+96.8%
NE vs SPY
+81.8%
+15.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.2% |
| 7D | -0.5% | +0.5% | -1.0% | -1.0% |
| 30D | +13.7% | -0.9% | +14.7% | +14.7% |
| 3M | -1.3% | +3.9% | -5.2% | -5.6% |
| 6M | +7.3% | +14.5% | -7.3% | -7.7% |
| YTD | +67.8% | +12.9% | +54.9% | +46.8% |
| 1Y | +60.7% | +19.4% | +41.4% | +32.5% |
| 3Y | +4.8% | +78.5% | -73.6% | -39.5% |
| 5Y | +96.8% | +81.8% | +15.0% | +13.6% |
| All | +96.8% | +81.8% | +15.0% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling