-24.1%
NU vs SM
+70.4%
-94.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -15.3% | +18.6% | +1.1% |
| 7D | +0.2% | -21.5% | +21.7% | -2.9% |
| 30D | -21.0% | -11.4% | -9.6% | -22.0% |
| 3M | -16.3% | +0.6% | -17.0% | -15.4% |
| 6M | -15.3% | +0.2% | -15.6% | -13.8% |
| YTD | -28.4% | +69.7% | -98.0% | -28.3% |
| 1Y | -24.1% | +71.6% | -95.7% | -23.9% |
| All | -24.1% | +70.4% | -94.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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