+45.4%
NU vs SAN
+456.0%
-410.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | -4.2% | -2.8% | -1.4% | -2.7% |
| 30D | +10.0% | -0.5% | +10.6% | +10.4% |
| 3M | +29.3% | +22.7% | +6.5% | +15.9% |
| 6M | +0.9% | +28.8% | -27.8% | -11.9% |
| YTD | -10.3% | +26.3% | -36.5% | -21.6% |
| 1Y | -3.2% | +48.8% | -52.0% | -22.6% |
| 3Y | +120.6% | +347.2% | -226.7% | -6.2% |
| All | +45.4% | +456.0% | -410.6% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling