-34.9%
NUVB vs SPY
+82.3%
-117.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.5% |
| 7D | -10.9% | -0.8% | -10.1% | -9.9% |
| 30D | -5.5% | -1.1% | -4.4% | -4.2% |
| 3M | +27.5% | +3.9% | +23.7% | +20.7% |
| 6M | +32.2% | +13.6% | +18.6% | +11.8% |
| YTD | -32.3% | +12.7% | -44.9% | -42.1% |
| 1Y | +81.2% | +17.5% | +63.7% | +47.5% |
| 3Y | +294.2% | +76.9% | +217.3% | +98.5% |
| All | -34.9% | +82.3% | -117.2% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling