-6.4%
NU vs SFM
-46.0%
+39.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.6% |
| 7D | -4.9% | -10.6% | +5.7% | -5.4% |
| 30D | +7.8% | -15.5% | +23.3% | +6.9% |
| 3M | +20.9% | -17.4% | +38.4% | +19.7% |
| 6M | +0.9% | -3.4% | +4.3% | +0.8% |
| YTD | -12.7% | -8.7% | -4.0% | -12.0% |
| 1Y | -6.4% | -47.2% | +40.8% | -3.4% |
| All | -6.4% | -46.0% | +39.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling