-100.0%
NWTG vs SPY
+78.2%
-178.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | +12.1% | +0.5% | +11.5% | +11.7% |
| 30D | +4.0% | -0.9% | +4.9% | +4.9% |
| 3M | +28.7% | +3.9% | +24.8% | +24.7% |
| 6M | -17.7% | +14.5% | -32.2% | -26.7% |
| YTD | -13.3% | +12.9% | -26.3% | -21.8% |
| 1Y | -28.6% | +19.4% | -47.9% | -37.7% |
| 3Y | -99.7% | +78.5% | -178.2% | -99.9% |
| All | -100.0% | +78.2% | -178.1% | -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 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