-71.8%
NUS vs SPY
+1,588.0%
-1,659.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -1.7% | +2.6% | -4.3% | -3.8% |
| 30D | -21.1% | -2.0% | -19.2% | -19.7% |
| 3M | -15.9% | -2.8% | -13.1% | -13.7% |
| 6M | -34.4% | +2.1% | -36.5% | -35.6% |
| YTD | -56.8% | +11.5% | -68.3% | -60.7% |
| 1Y | -57.3% | +13.5% | -70.8% | -61.7% |
| 3Y | -72.7% | +77.7% | -150.4% | -83.1% |
| 5Y | -89.4% | +72.6% | -162.0% | -93.3% |
| 10Y | -89.4% | +308.2% | -397.5% | -96.8% |
| All | -71.8% | +1,588.0% | -1,659.8% | -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 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