+41.5%
NU vs SO
+59.9%
-18.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -4.9% | -1.1% | -3.8% | -4.8% |
| 30D | +7.8% | -5.0% | +12.8% | +8.4% |
| 3M | +20.9% | -5.8% | +26.7% | +21.5% |
| 6M | +0.9% | -7.9% | +8.8% | +1.6% |
| YTD | -12.7% | +2.4% | -15.1% | -13.2% |
| 1Y | -6.4% | -2.3% | -4.1% | -6.5% |
| 3Y | +98.1% | +41.9% | +56.2% | +78.0% |
| All | +41.5% | +59.9% | -18.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling