-95.2%
JNUG vs SPY
+322.5%
-417.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.9% |
| 7D | -5.8% | -0.8% | -5.0% | -4.8% |
| 30D | +7.3% | -1.1% | +8.3% | +8.9% |
| 3M | +40.9% | +3.9% | +37.1% | +36.6% |
| 6M | -30.1% | +13.6% | -43.7% | -36.6% |
| YTD | -10.0% | +12.7% | -22.7% | -17.1% |
| 1Y | +37.3% | +17.5% | +19.8% | +22.2% |
| 3Y | +566.9% | +76.9% | +490.0% | +298.2% |
| 5Y | +223.9% | +83.6% | +140.4% | +89.2% |
| All | -95.2% | +322.5% | -417.7% | -98.4% |
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