+50.1%
NEWP vs SPY
+82.0%
-31.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.5% | -7.5% |
| 7D | -12.5% | +0.1% | -12.6% | -12.5% |
| 30D | +4.0% | +0.1% | +4.0% | +4.1% |
| 3M | +28.8% | +2.0% | +26.8% | +27.4% |
| 6M | +16.4% | +13.0% | +3.4% | +5.6% |
| YTD | +75.8% | +13.5% | +62.2% | +59.4% |
| 1Y | +214.8% | +20.0% | +194.8% | +173.7% |
| 3Y | +139.1% | +77.2% | +62.0% | +58.5% |
| All | +50.1% | +82.0% | -31.9% | -4.6% |
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 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