+45.2%
NU vs SITM
+80.1%
-34.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.8% |
| 7D | -2.6% | +3.7% | -6.3% | -3.5% |
| 30D | +8.2% | -14.5% | +22.7% | +11.7% |
| 3M | +26.3% | -10.6% | +36.8% | +25.8% |
| 6M | +2.2% | +65.5% | -63.3% | -15.8% |
| YTD | -10.4% | +67.0% | -77.4% | -27.6% |
| 1Y | -3.0% | +138.6% | -141.6% | -30.8% |
| 3Y | +120.3% | +421.8% | -301.6% | +6.1% |
| All | +45.2% | +80.1% | -34.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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