+66.1%
NU vs SN
+671.3%
-605.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.8% | +8.9% | +11.0% |
| 7D | +9.9% | +1.5% | +8.3% | +9.5% |
| 30D | -11.5% | +21.5% | -33.0% | -16.0% |
| 3M | -5.1% | +20.0% | -25.1% | -10.0% |
| 6M | +3.1% | +119.9% | -116.8% | -17.9% |
| YTD | -21.0% | +102.3% | -123.3% | -36.0% |
| 1Y | -15.2% | +148.0% | -163.2% | -34.9% |
| 3Y | +56.4% | +450.0% | -393.6% | +6.8% |
| All | +66.1% | +671.3% | -605.2% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling