+97.5%
NUW vs SPY
+1,255.0%
-1,157.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -2.3% | -1.4% | -0.9% | -2.1% |
| 3M | -2.7% | +3.7% | -6.4% | -3.2% |
| 6M | -3.4% | +13.0% | -16.4% | -5.2% |
| YTD | -2.3% | +12.4% | -14.7% | -4.1% |
| 1Y | +0.9% | +18.5% | -17.7% | -1.7% |
| 3Y | +15.7% | +77.6% | -61.9% | +5.8% |
| 5Y | -3.1% | +81.7% | -84.8% | -12.2% |
| 10Y | +8.7% | +319.7% | -311.0% | -11.1% |
| All | +97.5% | +1,255.0% | -1,157.4% | +50.6% |
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