-100.0%
NWTG vs SPY
+77.8%
-177.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.2% |
| 7D | -5.9% | -0.8% | -5.2% | -5.4% |
| 30D | +1.6% | -1.1% | +2.7% | +2.6% |
| 3M | +27.8% | +3.9% | +23.9% | +23.9% |
| 6M | -20.6% | +13.6% | -34.2% | -28.9% |
| YTD | -15.3% | +12.7% | -28.0% | -23.5% |
| 1Y | -31.7% | +17.5% | -49.2% | -39.8% |
| 3Y | -99.7% | +76.9% | -176.6% | -99.9% |
| All | -100.0% | +77.8% | -177.8% | -100.0% |
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