+111.3%
NEWT vs SPY
+322.5%
-211.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.5% |
| 7D | -1.8% | -0.8% | -1.0% | -1.0% |
| 30D | -4.6% | -1.1% | -3.5% | -3.5% |
| 3M | -9.6% | +3.9% | -13.5% | -13.2% |
| 6M | +5.1% | +13.6% | -8.5% | -7.5% |
| YTD | +11.0% | +12.7% | -1.7% | -1.2% |
| 1Y | +11.2% | +17.5% | -6.3% | -5.1% |
| 3Y | -14.4% | +76.9% | -91.3% | -50.5% |
| 5Y | -37.5% | +83.6% | -121.1% | -65.4% |
| All | +111.3% | +322.5% | -211.2% | -48.3% |
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