+36.0%
NEWT vs SPY
+749.9%
-713.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +4.5% | +0.1% | +4.3% | +4.4% |
| 30D | -17.8% | +0.1% | -17.8% | -17.8% |
| 3M | -4.8% | +2.0% | -6.8% | -5.9% |
| 6M | +1.0% | +13.0% | -12.1% | -5.0% |
| YTD | +13.0% | +13.5% | -0.6% | +6.3% |
| 1Y | +7.4% | +20.0% | -12.6% | -1.6% |
| 3Y | -15.4% | +77.2% | -92.6% | -34.9% |
| 5Y | -37.8% | +81.9% | -119.6% | -52.6% |
| 10Y | +127.4% | +314.1% | -186.7% | +30.7% |
| All | +36.0% | +749.9% | -713.8% | -14.3% |
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 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