+103.5%
NU vs SPYM
+75.9%
+27.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +1.0% |
| 7D | -4.2% | -2.0% | -2.2% | -1.5% |
| 30D | +10.0% | -1.6% | +11.7% | +12.6% |
| 3M | +29.3% | +4.7% | +24.5% | +21.2% |
| 6M | +0.9% | +12.6% | -11.6% | -14.4% |
| YTD | -10.3% | +11.8% | -22.1% | -23.0% |
| 1Y | -3.2% | +17.5% | -20.7% | -22.2% |
| All | +103.5% | +75.9% | +27.6% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling