+41.5%
NU vs SAN
+468.5%
-427.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -4.9% | -3.9% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | +7.8% | +0.9% | +6.9% | +7.3% |
| 3M | +20.9% | +19.1% | +1.8% | +10.1% |
| 6M | +0.9% | +33.2% | -32.3% | -13.5% |
| YTD | -12.7% | +29.1% | -41.8% | -24.6% |
| 1Y | -6.4% | +50.2% | -56.6% | -25.6% |
| 3Y | +98.1% | +351.0% | -252.9% | -16.1% |
| All | +41.5% | +468.5% | -427.0% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling