+28.0%
NU vs SAP
+90.7%
-62.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.4% | +11.6% |
| 7D | +9.9% | +0.6% | +9.3% | +9.6% |
| 30D | -11.5% | +6.5% | -18.0% | -14.6% |
| 3M | -5.1% | +12.2% | -17.3% | -11.3% |
| 6M | +3.1% | +46.1% | -42.9% | -18.6% |
| YTD | -21.0% | -1.6% | -19.4% | -22.0% |
| 1Y | -15.2% | -5.1% | -10.1% | -14.1% |
| 3Y | +56.4% | +68.4% | -11.9% | -6.0% |
| All | +28.0% | +90.7% | -62.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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