+41.5%
NU vs SPYM
+74.6%
-33.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -4.0% |
| 7D | -4.9% | -0.8% | -4.1% | -3.7% |
| 30D | +7.8% | -1.1% | +8.9% | +9.8% |
| 3M | +20.9% | +3.9% | +17.0% | +13.5% |
| 6M | +0.9% | +13.6% | -12.7% | -18.1% |
| YTD | -12.7% | +12.7% | -25.4% | -28.0% |
| 1Y | -6.4% | +17.6% | -24.0% | -27.9% |
| 3Y | +98.1% | +77.2% | +20.9% | -23.9% |
| All | +41.5% | +74.6% | -33.1% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling