+378.0%
NECB vs SPY
+774.4%
-396.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +11.7% | +2.0% | +9.7% | +10.8% |
| 6M | +13.2% | +13.0% | +0.1% | +8.2% |
| YTD | +23.4% | +13.5% | +9.8% | +17.7% |
| 1Y | +26.2% | +20.0% | +6.2% | +18.1% |
| 3Y | +84.6% | +77.2% | +7.4% | +52.3% |
| 5Y | +198.2% | +81.9% | +116.3% | +141.7% |
| 10Y | +556.8% | +314.1% | +242.7% | +304.6% |
| All | +378.0% | +774.4% | -396.4% | +127.1% |
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