-76.7%
NUS vs SPY
+76.5%
-153.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | -4.6% | -1.4% | -3.3% | -3.5% |
| 3M | -9.7% | +3.7% | -13.4% | -12.6% |
| 6M | -33.5% | +13.0% | -46.5% | -40.3% |
| YTD | -48.1% | +12.4% | -60.5% | -53.2% |
| 1Y | -56.7% | +18.5% | -75.2% | -62.7% |
| All | -76.7% | +76.5% | -153.2% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling