+45.2%
NU vs SPYG
+73.5%
-28.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | -2.6% | +0.3% | -2.9% | -3.0% |
| 30D | +8.2% | -1.7% | +9.9% | +10.6% |
| 3M | +26.3% | +3.6% | +22.6% | +19.9% |
| 6M | +2.2% | +16.6% | -14.3% | -17.2% |
| YTD | -10.4% | +13.4% | -23.8% | -24.5% |
| 1Y | -3.0% | +19.6% | -22.6% | -24.1% |
| 3Y | +120.3% | +99.8% | +20.5% | -18.2% |
| All | +45.2% | +73.5% | -28.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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