+179.7%
NEU vs SPY
+81.0%
+98.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -5.1% | -0.4% | -4.8% | -4.9% |
| 30D | -5.2% | -1.4% | -3.8% | -4.4% |
| 3M | +5.3% | +3.7% | +1.6% | +3.0% |
| 6M | +40.1% | +13.0% | +27.1% | +30.1% |
| YTD | +26.6% | +12.4% | +14.2% | +18.0% |
| 1Y | +6.4% | +18.5% | -12.2% | -4.0% |
| 3Y | +99.5% | +77.6% | +21.8% | +39.7% |
| 5Y | +179.7% | +81.7% | +98.0% | +91.5% |
| All | +179.7% | +81.0% | +98.7% | +91.5% |
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