-15.2%
NU vs SM
+84.2%
-99.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.9% | +11.7% |
| 7D | +9.9% | +9.4% | +0.5% | +11.4% |
| 30D | -11.5% | -14.4% | +2.9% | -13.1% |
| 3M | -5.1% | +1.6% | -6.6% | -4.0% |
| 6M | +3.1% | +6.3% | -3.2% | +5.9% |
| YTD | -21.0% | +78.8% | -99.8% | -20.0% |
| 1Y | -15.2% | +83.1% | -98.3% | -13.9% |
| All | -15.2% | +84.2% | -99.4% | -13.9% |
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