+2.2%
NU vs SE
+20.6%
-18.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.2% |
| 7D | -2.6% | -3.6% | +1.0% | -1.8% |
| 30D | +8.2% | -5.3% | +13.5% | +8.8% |
| 3M | +26.3% | +28.1% | -1.8% | +14.6% |
| 6M | +2.2% | +20.7% | -18.4% | -4.0% |
| All | +2.2% | +20.6% | -18.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 6mo: compounded portfolio wealth divided by compounded SE 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…
6mo analysis · Full analysis span regression · 6 months rolling