+45.2%
NU vs SO
+62.0%
-16.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +8.2% | -2.5% | +10.7% | +8.5% |
| 3M | +26.3% | -4.2% | +30.4% | +26.6% |
| 6M | +2.2% | -7.7% | +9.9% | +3.0% |
| YTD | -10.4% | +3.8% | -14.2% | -11.1% |
| 1Y | -3.0% | +0.1% | -3.0% | -3.4% |
| 3Y | +120.3% | +44.2% | +76.1% | +97.5% |
| All | +45.2% | +62.0% | -16.8% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling