+45.2%
NU vs SAP
+69.8%
-24.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.6% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +8.2% | +0.3% | +7.9% | +7.7% |
| 3M | +26.3% | +16.9% | +9.4% | +14.1% |
| 6M | +2.2% | +6.3% | -4.1% | -2.9% |
| YTD | -10.4% | -12.4% | +2.0% | -5.6% |
| 1Y | -3.0% | -21.6% | +18.6% | +10.2% |
| 3Y | +120.3% | +54.8% | +65.5% | +36.9% |
| All | +45.2% | +69.8% | -24.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling