+164.0%
NUKZ vs SPY
+62.7%
+101.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | -9.1% | +2.0% | -11.1% | -11.2% |
| 6M | -7.8% | +13.0% | -20.9% | -21.1% |
| YTD | +3.5% | +13.5% | -10.1% | -11.8% |
| 1Y | +14.4% | +20.0% | -5.5% | -8.6% |
| All | +164.0% | +62.7% | +101.4% | +57.7% |
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