+93.6%
NU vs SMR
+11.2%
+82.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +15.3% | -15.5% | -1.9% |
| 7D | +6.0% | +21.4% | -15.4% | +3.7% |
| 30D | +10.8% | +13.8% | -3.1% | +8.8% |
| 3M | +32.2% | +3.9% | +28.3% | +30.3% |
| 6M | +5.1% | -4.2% | +9.3% | +3.3% |
| YTD | -8.4% | -21.1% | +12.7% | -8.6% |
| 1Y | +0.7% | -67.1% | +67.8% | +8.0% |
| 3Y | +125.1% | +88.9% | +36.3% | +90.6% |
| All | +93.6% | +11.2% | +82.3% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling