+307.8%
NUV vs SPY
+3,059.5%
-2,751.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -3.7% | -1.4% | -2.4% | -3.6% |
| 3M | -2.9% | +3.7% | -6.6% | -3.4% |
| 6M | -4.0% | +13.0% | -17.0% | -5.4% |
| YTD | -1.2% | +12.4% | -13.6% | -2.6% |
| 1Y | +2.8% | +18.5% | -15.7% | +0.7% |
| 3Y | +18.2% | +77.6% | -59.4% | +10.0% |
| 5Y | -6.3% | +81.7% | -88.0% | -13.4% |
| 10Y | +21.6% | +319.7% | -298.1% | +2.6% |
| All | +307.8% | +3,059.5% | -2,751.7% | +169.8% |
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