+65.4%
NUDV vs SPY
+85.4%
-20.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | -1.6% | -1.1% | -0.5% | -0.8% |
| 3M | +3.2% | +3.9% | -0.7% | +0.3% |
| 6M | +8.9% | +13.6% | -4.7% | -1.0% |
| YTD | +14.1% | +12.7% | +1.4% | +4.3% |
| 1Y | +18.3% | +17.5% | +0.8% | +4.7% |
| 3Y | +60.1% | +76.9% | -16.8% | +2.5% |
| All | +65.4% | +85.4% | -20.0% | -1.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling