+41.5%
NU vs SNY
+10.9%
+30.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -4.9% | -3.3% | -1.6% | -4.1% |
| 30D | +7.8% | -2.2% | +10.0% | +8.4% |
| 3M | +20.9% | -3.0% | +24.0% | +21.6% |
| 6M | +0.9% | +2.7% | -1.8% | +0.2% |
| YTD | -12.7% | -6.8% | -5.8% | -11.5% |
| 1Y | -6.4% | -5.3% | -1.1% | -5.9% |
| 3Y | +98.1% | -9.8% | +107.9% | +97.7% |
| All | +41.5% | +10.9% | +30.7% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling