+16.9%
NU vs SO
+71.8%
-54.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +4.0% | -0.1% | +4.2% | +4.1% |
| 30D | -25.1% | +8.7% | -33.7% | -25.8% |
| 3M | -12.8% | +3.4% | -16.2% | -13.3% |
| 6M | -12.5% | +3.7% | -16.2% | -13.0% |
| YTD | -27.8% | +10.0% | -37.9% | -28.9% |
| 1Y | -24.6% | +6.6% | -31.2% | -25.4% |
| 3Y | +41.8% | +52.5% | -10.7% | +26.3% |
| All | +16.9% | +71.8% | -54.8% | +25.0% |
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