+92.6%
NU vs SN
+496.6%
-404.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +10.8% | -5.6% | +16.4% | +12.3% |
| 3M | +32.2% | +48.1% | -15.9% | +17.5% |
| 6M | +5.1% | +57.6% | -52.5% | -8.5% |
| YTD | -8.4% | +56.5% | -64.9% | -20.3% |
| 1Y | +0.7% | +52.6% | -51.8% | -12.2% |
| 3Y | +125.1% | +412.0% | -286.9% | +62.6% |
| All | +92.6% | +496.6% | -404.1% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling