+93.1%
NU vs SN
+490.7%
-397.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | +7.5% | -9.3% | +16.8% | +10.2% |
| 30D | +6.1% | -4.8% | +10.9% | +7.3% |
| 3M | +26.8% | +40.4% | -13.6% | +14.4% |
| 6M | +2.5% | +50.9% | -48.5% | -9.8% |
| YTD | -8.2% | +54.9% | -63.1% | -19.8% |
| 1Y | +3.4% | +43.0% | -39.7% | -8.4% |
| 3Y | +116.2% | +391.8% | -275.7% | +56.4% |
| All | +93.1% | +490.7% | -397.6% | +38.6% |
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