+89.6%
NU vs SMR
+1.6%
+88.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.7% |
| 7D | -4.2% | +4.7% | -8.9% | -4.8% |
| 30D | +10.0% | +3.2% | +6.8% | +9.3% |
| 3M | +29.3% | +9.9% | +19.4% | +26.7% |
| 6M | +0.9% | -15.1% | +16.1% | +0.5% |
| YTD | -10.3% | -27.9% | +17.7% | -9.6% |
| 1Y | -3.2% | -70.2% | +67.1% | +5.0% |
| 3Y | +120.6% | +72.5% | +48.1% | +88.6% |
| All | +89.6% | +1.6% | +88.1% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling