-27.6%
NUCL vs SPY
+11.3%
-39.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -3.7% |
| 7D | -7.4% | -0.8% | -6.6% | -6.3% |
| 30D | -19.4% | -1.1% | -18.4% | -18.1% |
| 3M | -33.4% | +3.9% | -37.3% | -36.6% |
| 6M | +10.4% | +13.6% | -3.2% | -22.2% |
| All | -27.6% | +11.3% | -39.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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