+45.4%
NU vs SPMO
+141.4%
-96.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +2.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | +10.0% | -0.7% | +10.7% | +10.6% |
| 3M | +29.3% | +2.8% | +26.4% | +21.2% |
| 6M | +0.9% | +24.4% | -23.5% | -27.4% |
| YTD | -10.3% | +24.2% | -34.5% | -35.2% |
| 1Y | -3.2% | +24.5% | -27.7% | -30.4% |
| 3Y | +120.6% | +155.6% | -35.0% | -47.0% |
| All | +45.4% | +141.4% | -96.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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