+134.1%
NUMG vs SPY
+293.3%
-159.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -0.5% | +0.5% | -1.0% | -1.1% |
| 30D | -3.9% | -0.9% | -2.9% | -2.9% |
| 3M | +1.7% | +3.9% | -2.2% | -2.3% |
| 6M | +7.0% | +14.5% | -7.5% | -7.0% |
| YTD | -2.8% | +12.9% | -15.7% | -14.2% |
| 1Y | -5.7% | +19.4% | -25.0% | -21.4% |
| 3Y | +21.4% | +78.5% | -57.0% | -32.7% |
| 5Y | -9.1% | +81.8% | -90.8% | -49.9% |
| All | +134.1% | +293.3% | -159.2% | -26.3% |
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