+107.7%
NU vs SAP
+58.0%
+49.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +10.8% | +2.6% | +8.2% | +9.6% |
| 3M | +32.2% | +16.3% | +15.9% | +24.5% |
| 6M | +5.1% | +6.4% | -1.2% | +2.6% |
| YTD | -8.4% | -11.4% | +3.0% | -4.0% |
| 1Y | +0.7% | -20.4% | +21.1% | +11.8% |
| All | +107.7% | +58.0% | +49.7% | +41.4% |
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