+48.8%
NU vs SNAP
-89.6%
+138.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -0.9% |
| 7D | +7.5% | +0.7% | +6.7% | +7.3% |
| 30D | +6.1% | +2.6% | +3.5% | +5.2% |
| 3M | +26.8% | -9.9% | +36.7% | +28.6% |
| 6M | +2.5% | +1.9% | +0.6% | -0.7% |
| YTD | -8.2% | -32.2% | +24.0% | -0.9% |
| 1Y | +3.4% | -22.8% | +26.2% | +6.3% |
| 3Y | +116.2% | -47.6% | +163.8% | +116.2% |
| All | +48.8% | -89.6% | +138.4% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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