+116.2%
NUMG vs SPY
+278.5%
-162.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.3% |
| 7D | -4.3% | -2.7% | -1.6% | -1.5% |
| 30D | -9.2% | -5.4% | -3.8% | -3.7% |
| 3M | -8.9% | -4.1% | -4.8% | -4.6% |
| 6M | -6.7% | +0.7% | -7.4% | -7.2% |
| YTD | -10.2% | +8.7% | -18.9% | -17.4% |
| 1Y | -9.4% | +10.9% | -20.3% | -18.4% |
| 3Y | +19.8% | +75.0% | -55.2% | -32.1% |
| 5Y | -16.8% | +67.8% | -84.6% | -50.4% |
| All | +116.2% | +278.5% | -162.3% | -29.0% |
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