+113.9%
NUDM vs SPY
+263.5%
-149.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.4% |
| 30D | -2.6% | -1.1% | -1.6% | -1.8% |
| 3M | +3.0% | +3.9% | -0.9% | 0.0% |
| 6M | +8.8% | +13.6% | -4.8% | -1.1% |
| YTD | +11.9% | +12.7% | -0.8% | +2.3% |
| 1Y | +16.2% | +17.5% | -1.3% | +2.9% |
| 3Y | +64.6% | +76.9% | -12.3% | +5.8% |
| 5Y | +51.4% | +83.6% | -32.2% | -6.1% |
| All | +113.9% | +263.5% | -149.5% | -14.9% |
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