-53.0%
NUGT vs SPY
+322.5%
-375.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.3% |
| 7D | -4.7% | -0.8% | -4.0% | -4.0% |
| 30D | +11.0% | -1.1% | +12.1% | +12.4% |
| 3M | +44.5% | +3.9% | +40.7% | +40.6% |
| 6M | -22.6% | +13.6% | -36.2% | -28.9% |
| YTD | -0.3% | +12.7% | -12.9% | -7.2% |
| 1Y | +41.4% | +17.5% | +23.9% | +27.9% |
| 3Y | +516.2% | +76.9% | +439.3% | +305.0% |
| 5Y | +291.3% | +83.6% | +207.7% | +149.1% |
| All | -53.0% | +322.5% | -375.5% | -81.9% |
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