+41.5%
NU vs SM
+33.5%
+8.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -4.9% | +4.6% | -9.4% | -5.7% |
| 30D | +7.8% | +18.2% | -10.4% | +4.2% |
| 3M | +20.9% | +22.5% | -1.6% | +15.1% |
| 6M | +0.9% | +50.6% | -49.7% | -10.5% |
| YTD | -12.7% | +108.1% | -120.8% | -29.2% |
| 1Y | -6.4% | +46.0% | -52.4% | -17.4% |
| 3Y | +98.1% | +2.9% | +95.2% | +84.2% |
| All | +41.5% | +33.5% | +8.0% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling