+48.8%
NU vs SM
+27.7%
+21.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.5% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | +6.1% | +26.3% | -20.2% | +1.2% |
| 3M | +26.8% | +8.7% | +18.1% | +23.5% |
| 6M | +2.5% | +51.7% | -49.2% | -9.7% |
| YTD | -8.2% | +99.0% | -107.2% | -24.9% |
| 1Y | +3.4% | +34.6% | -31.2% | -7.1% |
| 3Y | +116.2% | -7.8% | +123.9% | +106.2% |
| All | +48.8% | +27.7% | +21.1% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling