+77.9%
NUGO vs SPY
+85.4%
-7.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.2% |
| 30D | -3.1% | -1.1% | -2.0% | -1.8% |
| 3M | +2.2% | +3.9% | -1.7% | -2.3% |
| 6M | +13.0% | +13.6% | -0.6% | -3.2% |
| YTD | +8.1% | +12.7% | -4.6% | -6.4% |
| 1Y | +10.1% | +17.5% | -7.4% | -9.2% |
| 3Y | +82.4% | +76.9% | +5.5% | -7.7% |
| All | +77.9% | +85.4% | -7.5% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling