+217.8%
JNUG vs SPY
+79.8%
+138.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -6.9% |
| 7D | -12.1% | -2.0% | -10.1% | -9.0% |
| 30D | +6.6% | -1.7% | +8.3% | +10.1% |
| 3M | +57.3% | +4.7% | +52.6% | +48.6% |
| 6M | -34.8% | +12.5% | -47.3% | -42.6% |
| YTD | -11.7% | +11.7% | -23.4% | -20.7% |
| 1Y | +40.6% | +17.5% | +23.1% | +19.0% |
| 3Y | +565.6% | +76.6% | +489.0% | +209.6% |
| 5Y | +217.8% | +82.0% | +135.8% | +36.8% |
| All | +217.8% | +79.8% | +138.0% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling