-66.2%
NUS vs SPY
+1,619.1%
-1,685.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -6.1% | +0.1% | -6.2% | -6.1% |
| 3M | -7.9% | +2.0% | -9.9% | -9.7% |
| 6M | -35.0% | +13.0% | -48.0% | -41.5% |
| YTD | -48.2% | +13.5% | -61.7% | -53.5% |
| 1Y | -59.2% | +20.0% | -79.2% | -65.0% |
| 3Y | -77.7% | +77.2% | -154.8% | -86.2% |
| 5Y | -88.5% | +81.9% | -170.4% | -93.0% |
| 10Y | -88.6% | +314.1% | -402.6% | -96.6% |
| All | -66.2% | +1,619.1% | -1,685.2% | -96.1% |
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