+48.8%
NU vs SAN
+467.4%
-418.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | +7.5% | +1.8% | +5.7% | +6.5% |
| 30D | +6.1% | +2.0% | +4.2% | +5.1% |
| 3M | +26.8% | +19.7% | +7.1% | +15.2% |
| 6M | +2.5% | +30.6% | -28.2% | -11.3% |
| YTD | -8.2% | +28.8% | -37.0% | -20.6% |
| 1Y | +3.4% | +57.8% | -54.4% | -19.9% |
| 3Y | +116.2% | +338.1% | -222.0% | -6.8% |
| All | +48.8% | +467.4% | -418.6% | -59.7% |
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 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