+45.4%
NU vs SAP
+67.2%
-21.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.9% |
| 7D | -4.2% | -5.1% | +0.9% | -1.5% |
| 30D | +10.0% | -1.8% | +11.8% | +10.7% |
| 3M | +29.3% | +20.9% | +8.3% | +14.4% |
| 6M | +0.9% | +7.0% | -6.1% | -4.7% |
| YTD | -10.3% | -13.7% | +3.5% | -4.7% |
| 1Y | -3.2% | -19.6% | +16.4% | +7.6% |
| 3Y | +120.6% | +52.4% | +68.1% | +38.2% |
| All | +45.4% | +67.2% | -21.8% | -19.2% |
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