+40.0%
NU vs SAP
+69.1%
-29.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.8% | -3.9% | +4.7% | +1.9% |
| 30D | -24.1% | +6.5% | -30.6% | -25.7% |
| 3M | -12.8% | +14.7% | -27.4% | -16.8% |
| 6M | -10.9% | +39.9% | -50.8% | -21.4% |
| YTD | -29.3% | -2.0% | -27.4% | -28.4% |
| 1Y | -26.9% | -6.0% | -20.9% | -24.3% |
| All | +40.0% | +69.1% | -29.1% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling