-26.9%
NU vs SN
+136.6%
-163.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | -24.1% | +16.6% | -40.7% | -27.5% |
| 3M | -12.8% | +18.3% | -31.0% | -17.3% |
| 6M | -10.9% | +103.1% | -113.9% | -32.4% |
| YTD | -29.3% | +96.7% | -126.1% | -46.1% |
| 1Y | -26.9% | +134.3% | -161.2% | -47.8% |
| All | -26.9% | +136.6% | -163.5% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling