+48.8%
NU vs SE
-57.5%
+106.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | +7.5% | -6.1% | +13.6% | +9.7% |
| 30D | +6.1% | -2.5% | +8.6% | +6.2% |
| 3M | +26.8% | +21.7% | +5.1% | +17.1% |
| 6M | +2.5% | +27.0% | -24.5% | -7.6% |
| YTD | -8.2% | -12.1% | +4.0% | -6.9% |
| 1Y | +3.4% | -40.9% | +44.3% | +19.0% |
| 3Y | +116.2% | +191.0% | -74.8% | +30.6% |
| All | +48.8% | -57.5% | +106.3% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling