+95.4%
NE vs SPY
+87.0%
+8.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -16.6% | -2.7% | -13.9% | -14.6% |
| 30D | -0.2% | -5.4% | +5.2% | +4.7% |
| 3M | +1.5% | -4.1% | +5.6% | +5.0% |
| 6M | -14.9% | +0.7% | -15.6% | -16.7% |
| YTD | +49.5% | +8.7% | +40.8% | +35.0% |
| 1Y | +48.9% | +10.9% | +38.0% | +31.6% |
| 3Y | -2.3% | +75.0% | -77.3% | -42.3% |
| 5Y | +73.0% | +67.8% | +5.2% | +4.3% |
| All | +95.4% | +87.0% | +8.4% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling