+45.4%
NU vs STLA
-61.4%
+106.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -3.8% | -0.4% | -3.0% |
| 30D | +10.0% | -3.1% | +13.2% | +10.9% |
| 3M | +29.3% | -19.6% | +48.9% | +38.1% |
| 6M | +0.9% | -23.5% | +24.4% | +9.1% |
| YTD | -10.3% | -51.5% | +41.2% | +11.6% |
| 1Y | -3.2% | -39.7% | +36.5% | +7.7% |
| 3Y | +120.6% | -66.3% | +186.9% | +195.3% |
| All | +45.4% | -61.4% | +106.8% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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