+134.8%
NUMG vs SPY
+295.5%
-160.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -3.3% | +0.1% | -3.3% | -3.3% |
| 3M | -1.8% | +2.0% | -3.8% | -3.8% |
| 6M | +5.9% | +13.0% | -7.1% | -6.7% |
| YTD | -2.5% | +13.5% | -16.0% | -14.5% |
| 1Y | -5.0% | +20.0% | -24.9% | -21.2% |
| 3Y | +18.2% | +77.2% | -59.0% | -34.0% |
| 5Y | -9.6% | +81.9% | -91.5% | -50.3% |
| All | +134.8% | +295.5% | -160.6% | -26.5% |
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