+103.3%
NU vs SM
-1.2%
+104.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +8.2% | +20.3% | -12.1% | +5.4% |
| 3M | +26.3% | +22.9% | +3.3% | +21.9% |
| 6M | +2.2% | +47.8% | -45.6% | -7.0% |
| YTD | -10.4% | +107.5% | -117.9% | -25.5% |
| 1Y | -3.0% | +51.7% | -54.7% | -13.0% |
| All | +103.3% | -1.2% | +104.5% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling