+2,333.0%
NEU vs SPY
+3,034.0%
-701.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +2.1% | +2.6% | -0.5% | 0.0% |
| 30D | -20.3% | -2.0% | -18.4% | -19.1% |
| 3M | -24.9% | -2.8% | -22.1% | -23.3% |
| 6M | +3.4% | +2.1% | +1.3% | +1.4% |
| YTD | +4.5% | +11.5% | -7.0% | -4.7% |
| 1Y | -8.2% | +13.5% | -21.7% | -17.4% |
| 3Y | +48.8% | +77.7% | -28.9% | -8.7% |
| 5Y | +129.0% | +72.6% | +56.4% | +41.5% |
| 10Y | +106.4% | +308.2% | -201.8% | -42.5% |
| All | +2,333.0% | +3,034.0% | -701.0% | +117.6% |
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 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