-88.6%
NUS vs SPY
+318.9%
-407.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | +3.8% | -2.0% | +5.8% | +5.6% |
| 30D | +1.5% | -1.7% | +3.1% | +2.9% |
| 3M | -9.0% | +4.7% | -13.7% | -12.7% |
| 6M | -32.3% | +12.5% | -44.8% | -38.8% |
| YTD | -47.7% | +11.7% | -59.5% | -52.6% |
| 1Y | -56.1% | +17.5% | -73.6% | -61.8% |
| 3Y | -76.7% | +76.6% | -153.3% | -85.6% |
| 5Y | -87.6% | +82.0% | -169.7% | -92.5% |
| All | -88.6% | +318.9% | -407.5% | -96.7% |
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 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