+45.2%
NU vs SPYM
+74.2%
-29.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.4% |
| 7D | -2.6% | -0.4% | -2.2% | -2.0% |
| 30D | +8.2% | -1.4% | +9.6% | +10.8% |
| 3M | +26.3% | +3.7% | +22.5% | +18.9% |
| 6M | +2.2% | +13.0% | -10.8% | -16.3% |
| YTD | -10.4% | +12.5% | -22.9% | -25.8% |
| 1Y | -3.0% | +18.6% | -21.6% | -26.3% |
| 3Y | +120.3% | +78.0% | +42.2% | -16.0% |
| All | +45.2% | +74.2% | -29.0% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling