+19.6%
NRUC vs SPY
+195.8%
-176.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -1.5% | -0.8% | -0.8% | -1.3% |
| 30D | -6.7% | -1.1% | -5.6% | -6.4% |
| 3M | -11.7% | +3.9% | -15.6% | -12.7% |
| 6M | -11.1% | +13.6% | -24.7% | -14.5% |
| YTD | -9.8% | +12.7% | -22.5% | -13.1% |
| 1Y | -11.0% | +17.5% | -28.5% | -15.3% |
| 3Y | +0.9% | +76.9% | -76.0% | -16.3% |
| 5Y | -1.9% | +83.6% | -85.5% | -20.4% |
| All | +19.6% | +195.8% | -176.2% | -19.3% |
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