+48.8%
NU vs SAP
+74.6%
-25.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | +7.5% | -2.9% | +10.4% | +9.0% |
| 30D | +6.1% | +9.0% | -2.9% | +0.9% |
| 3M | +26.8% | +14.9% | +11.9% | +16.0% |
| 6M | +2.5% | +11.9% | -9.4% | -5.6% |
| YTD | -8.2% | -9.9% | +1.7% | -4.7% |
| 1Y | +3.4% | -19.5% | +22.9% | +15.8% |
| 3Y | +116.2% | +61.8% | +54.4% | +30.5% |
| All | +48.8% | +74.6% | -25.9% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling