+14.5%
NU vs SAP
+90.0%
-75.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.8% | -3.9% | +4.7% | +2.7% |
| 30D | -24.1% | +6.5% | -30.6% | -26.7% |
| 3M | -12.8% | +14.7% | -27.4% | -19.4% |
| 6M | -10.9% | +39.9% | -50.8% | -27.8% |
| YTD | -29.3% | -2.0% | -27.4% | -30.1% |
| 1Y | -26.9% | -6.0% | -20.9% | -25.5% |
| 3Y | +38.8% | +67.7% | -28.8% | -16.4% |
| All | +14.5% | +90.0% | -75.5% | -40.7% |
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