+18.1%
NEWT vs SPY
+734.5%
-716.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.7% | +2.6% | -3.3% | -2.0% |
| 30D | +0.3% | -2.0% | +2.3% | +1.3% |
| 3M | -17.4% | -2.8% | -14.6% | -16.1% |
| 6M | -14.7% | +2.1% | -16.9% | -15.7% |
| YTD | -1.9% | +11.5% | -13.4% | -6.9% |
| 1Y | +12.5% | +13.5% | -0.9% | +5.9% |
| 3Y | -3.7% | +77.7% | -81.4% | -26.1% |
| 5Y | -47.6% | +72.6% | -120.2% | -59.2% |
| 10Y | +71.0% | +308.2% | -237.2% | -0.9% |
| All | +18.1% | +734.5% | -716.4% | -24.9% |
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