+28.0%
NU vs SAN
+369.8%
-341.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.1% | +11.4% |
| 7D | +9.9% | +4.0% | +5.9% | +7.6% |
| 30D | -11.5% | -7.8% | -3.6% | -7.3% |
| 3M | -5.1% | -16.4% | +11.3% | +4.6% |
| 6M | +3.1% | +3.5% | -0.4% | +1.5% |
| YTD | -21.0% | +6.7% | -27.7% | -24.4% |
| 1Y | -15.2% | +14.5% | -29.7% | -21.8% |
| 3Y | +56.4% | +243.5% | -187.1% | -22.7% |
| All | +28.0% | +369.8% | -341.8% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling