-23.9%
NU vs SN
+143.9%
-167.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +2.8% | +3.5% | -0.8% | +1.7% |
| 30D | -23.0% | +19.4% | -42.5% | -27.1% |
| 3M | -9.7% | +20.9% | -30.7% | -15.0% |
| 6M | -8.7% | +111.1% | -119.9% | -31.7% |
| YTD | -26.4% | +102.8% | -129.2% | -44.4% |
| All | -23.9% | +143.9% | -167.7% | -46.2% |
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