+1,212.5%
NEWP vs SPY
+308.5%
+904.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -1.3% | +3.3% | -4.6% | -3.4% |
| 30D | -15.9% | -2.7% | -13.2% | -14.0% |
| 3M | -20.6% | -1.7% | -18.8% | -19.1% |
| 6M | -13.2% | +3.1% | -16.3% | -13.7% |
| YTD | +49.6% | +11.9% | +37.7% | +42.5% |
| 1Y | +113.4% | +12.0% | +101.4% | +103.6% |
| 3Y | +250.0% | +78.2% | +171.8% | +166.4% |
| 5Y | +25.0% | +73.2% | -48.2% | -5.0% |
| All | +1,212.5% | +308.5% | +904.0% | +1,020.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling