+1,751.5%
NEWP vs SPY
+315.0%
+1,436.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.8% | +6.5% |
| 7D | +25.5% | +0.1% | +25.4% | +25.7% |
| 30D | -7.1% | -3.3% | -3.8% | -4.6% |
| 3M | -3.5% | -2.4% | -1.1% | -1.2% |
| 6M | +7.0% | +2.6% | +4.4% | +6.8% |
| YTD | +74.1% | +11.2% | +62.8% | +66.6% |
| 1Y | +188.2% | +13.4% | +174.8% | +173.5% |
| 3Y | +302.0% | +79.9% | +222.1% | +205.1% |
| 5Y | +77.1% | +72.2% | +4.9% | +35.2% |
| 10Y | +1,751.5% | +307.3% | +1,444.2% | +1,467.1% |
| All | +1,751.5% | +315.0% | +1,436.5% | +1,467.1% |
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