+79.4%
NUGO vs SPY
+85.8%
-6.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.3% |
| 7D | +1.3% | +0.5% | +0.7% | +0.6% |
| 30D | -2.3% | -0.9% | -1.3% | -1.1% |
| 3M | +2.5% | +3.9% | -1.4% | -2.1% |
| 6M | +16.0% | +14.5% | +1.5% | -1.6% |
| YTD | +8.9% | +12.9% | -4.0% | -5.9% |
| 1Y | +13.0% | +19.4% | -6.3% | -8.6% |
| 3Y | +85.9% | +78.5% | +7.4% | -7.0% |
| All | +79.4% | +85.8% | -6.4% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling