+45.4%
NU vs SIRI
-43.6%
+89.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.1% |
| 7D | -4.2% | -3.0% | -1.2% | -3.6% |
| 30D | +10.0% | +1.3% | +8.8% | +9.8% |
| 3M | +29.3% | +5.6% | +23.6% | +27.6% |
| 6M | +0.9% | +35.1% | -34.2% | -5.6% |
| YTD | -10.3% | +49.0% | -59.3% | -18.1% |
| 1Y | -3.2% | +26.8% | -29.9% | -8.8% |
| 3Y | +120.6% | -23.7% | +144.2% | +120.4% |
| All | +45.4% | -43.6% | +89.0% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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