-99.5%
JNUG vs SPY
+463.2%
-562.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | +8.5% | +0.5% | +7.9% | +8.0% |
| 30D | +14.9% | -0.9% | +15.9% | +16.4% |
| 3M | +43.7% | +3.9% | +39.8% | +39.8% |
| 6M | -28.0% | +14.5% | -42.5% | -35.1% |
| YTD | -6.5% | +12.9% | -19.5% | -13.8% |
| 1Y | +54.6% | +19.4% | +35.2% | +36.0% |
| 3Y | +604.6% | +78.5% | +526.2% | +323.7% |
| 5Y | +218.1% | +81.8% | +136.4% | +91.1% |
| 10Y | -95.5% | +311.5% | -407.1% | -98.4% |
| All | -99.5% | +463.2% | -562.6% | -99.9% |
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