+41.5%
NU vs SPYM
+74.2%
-32.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -3.6% |
| 7D | -4.9% | -1.0% | -3.8% | -3.3% |
| 30D | +7.8% | -1.3% | +9.2% | +10.3% |
| 3M | +20.9% | +3.6% | +17.3% | +14.0% |
| 6M | +0.9% | +13.3% | -12.4% | -17.7% |
| YTD | -12.7% | +12.4% | -25.1% | -27.7% |
| 1Y | -6.4% | +17.3% | -23.7% | -27.6% |
| 3Y | +98.1% | +76.8% | +21.3% | -23.6% |
| All | +41.5% | +74.2% | -32.6% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling