+48.4%
NU vs SNOW
-9.3%
+57.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +6.0% | +4.9% | +1.1% | +3.5% |
| 30D | +10.8% | +1.5% | +9.2% | +9.2% |
| 3M | +32.2% | +39.5% | -7.4% | +15.1% |
| 6M | +5.1% | +85.9% | -80.7% | -22.1% |
| YTD | -8.4% | +52.9% | -61.4% | -27.0% |
| 1Y | +0.7% | +48.1% | -47.4% | -19.6% |
| 3Y | +125.1% | +102.2% | +22.9% | +39.3% |
| All | +48.4% | -9.3% | +57.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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