+41.5%
NU vs SHAK
-19.6%
+61.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.8% | -4.0% |
| 7D | -4.9% | -8.3% | +3.4% | -1.4% |
| 30D | +7.8% | -12.6% | +20.5% | +14.1% |
| 3M | +20.9% | +9.1% | +11.8% | +14.8% |
| 6M | +0.9% | -31.2% | +32.1% | +13.1% |
| YTD | -12.7% | -21.6% | +8.9% | -9.6% |
| 1Y | -6.4% | -38.8% | +32.4% | +8.4% |
| 3Y | +98.1% | +0.6% | +97.5% | +44.7% |
| All | +41.5% | -19.6% | +61.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 5y: compounded portfolio wealth divided by compounded SHAK 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…
5y analysis · Full analysis span regression · 6 months rolling