+3.4%
NU vs SM
+36.8%
-33.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.3% |
| 7D | +7.5% | -0.5% | +8.0% | +7.4% |
| 30D | +6.1% | +25.6% | -19.4% | +9.2% |
| 3M | +26.8% | +8.0% | +18.8% | +29.1% |
| 6M | +2.5% | +50.8% | -48.3% | +3.6% |
| YTD | -8.2% | +97.9% | -106.1% | -8.3% |
| 1Y | +3.4% | +33.8% | -30.4% | +1.2% |
| All | +3.4% | +36.8% | -33.4% | +1.2% |
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