+103.3%
NU vs SPY
+76.5%
+26.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -2.6% | -0.4% | -2.2% | -2.1% |
| 30D | +8.2% | -1.4% | +9.6% | +10.4% |
| 3M | +26.3% | +3.7% | +22.6% | +20.2% |
| 6M | +2.2% | +13.0% | -10.8% | -13.3% |
| YTD | -10.4% | +12.4% | -22.8% | -23.3% |
| 1Y | -3.0% | +18.5% | -21.5% | -22.4% |
| All | +103.3% | +76.5% | +26.7% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling