+45.4%
NU vs SCCO
+312.0%
-266.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.4% | +2.8% |
| 7D | -4.2% | -2.7% | -1.5% | -3.5% |
| 30D | +10.0% | -0.2% | +10.2% | +9.4% |
| 3M | +29.3% | +17.8% | +11.5% | +20.1% |
| 6M | +0.9% | +2.3% | -1.3% | -2.4% |
| YTD | -10.3% | +41.6% | -51.9% | -25.0% |
| 1Y | -3.2% | +101.9% | -105.0% | -30.7% |
| 3Y | +120.6% | +186.2% | -65.6% | +27.4% |
| All | +45.4% | +312.0% | -266.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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