-98.6%
NEUP vs SPY
+70.7%
-169.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -8.3% | +2.6% | -10.9% | -10.0% |
| 30D | -21.3% | -2.0% | -19.3% | -20.0% |
| 3M | -33.4% | -2.8% | -30.6% | -32.0% |
| 6M | -48.8% | +2.1% | -50.9% | -49.6% |
| YTD | -34.3% | +11.5% | -45.8% | -39.5% |
| 1Y | -46.3% | +13.5% | -59.8% | -51.3% |
| 3Y | -89.3% | +77.7% | -167.0% | -92.2% |
| All | -98.6% | +70.7% | -169.2% | -98.9% |
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