+130.1%
NEU vs SPY
+72.1%
+58.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.1% | +2.6% | -0.5% | +0.5% |
| 30D | -20.3% | -2.0% | -18.4% | -19.4% |
| 3M | -24.9% | -2.8% | -22.1% | -23.7% |
| 6M | +3.4% | +2.1% | +1.3% | +2.0% |
| YTD | +4.5% | +11.5% | -7.0% | -2.2% |
| 1Y | -8.2% | +13.5% | -21.7% | -15.0% |
| 3Y | +48.8% | +77.7% | -28.9% | +4.0% |
| All | +130.1% | +72.1% | +58.0% | +62.5% |
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 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