-24.1%
NU vs SNY
+2.7%
-26.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.4% | +2.4% |
| 7D | +0.2% | +12.4% | -12.2% | -1.9% |
| 30D | -21.0% | +20.1% | -41.2% | -23.8% |
| 3M | -16.3% | +11.2% | -27.6% | -17.6% |
| 6M | -15.3% | +9.5% | -24.8% | -16.7% |
| YTD | -28.4% | +3.4% | -31.8% | -29.1% |
| 1Y | -24.1% | +2.0% | -26.1% | -24.6% |
| All | -24.1% | +2.7% | -26.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling