+48.8%
NU vs SFM
+214.2%
-165.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.8% | -2.3% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +6.1% | -4.4% | +10.5% | +6.6% |
| 3M | +26.8% | +1.5% | +25.3% | +26.0% |
| 6M | +2.5% | +6.5% | -4.0% | +0.6% |
| YTD | -8.2% | +2.2% | -10.4% | -9.5% |
| 1Y | +3.4% | -41.9% | +45.2% | +12.3% |
| 3Y | +116.2% | +106.8% | +9.4% | +104.8% |
| All | +48.8% | +214.2% | -165.4% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling