+45.4%
NU vs SM
+33.8%
+11.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.2% | +2.1% | -6.3% | -4.6% |
| 30D | +10.0% | +18.1% | -8.1% | +6.4% |
| 3M | +29.3% | +17.0% | +12.3% | +24.2% |
| 6M | +0.9% | +55.4% | -54.5% | -11.2% |
| YTD | -10.3% | +108.6% | -118.8% | -27.3% |
| 1Y | -3.2% | +45.7% | -48.8% | -14.4% |
| 3Y | +120.6% | -0.3% | +120.9% | +106.7% |
| All | +45.4% | +33.8% | +11.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling