-97.9%
NEUP vs SPY
+72.5%
-170.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -1.1% | -0.8% | -0.3% | -0.5% |
| 30D | -2.1% | -1.1% | -1.0% | -1.4% |
| 3M | -16.9% | +3.9% | -20.8% | -19.6% |
| 6M | -21.3% | +13.6% | -34.9% | -28.7% |
| YTD | -3.9% | +12.7% | -16.5% | -12.3% |
| 1Y | -73.3% | +17.5% | -90.8% | -76.4% |
| 3Y | -83.3% | +76.9% | -160.2% | -88.0% |
| All | -97.9% | +72.5% | -170.4% | -98.5% |
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