+84.6%
NU vs SMR
-14.3%
+98.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -15.7% | +13.0% | -0.9% |
| 7D | -4.9% | -11.2% | +6.4% | -3.9% |
| 30D | +7.8% | -10.2% | +18.0% | +8.7% |
| 3M | +20.9% | -10.0% | +31.0% | +21.1% |
| 6M | +0.9% | -30.5% | +31.3% | +2.6% |
| YTD | -12.7% | -39.2% | +26.6% | -10.5% |
| 1Y | -6.4% | -75.5% | +69.1% | +3.5% |
| 3Y | +98.1% | +45.4% | +52.7% | +72.4% |
| All | +84.6% | -14.3% | +98.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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