+56.4%
NU vs STLA
-77.1%
+133.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.8% | +12.0% |
| 7D | +9.9% | -13.8% | +23.7% | +13.1% |
| 30D | -11.5% | -10.5% | -0.9% | -9.9% |
| 3M | -5.1% | -28.9% | +23.8% | +1.0% |
| 6M | +3.1% | -49.7% | +52.9% | +17.5% |
| YTD | -21.0% | -64.9% | +43.9% | -4.2% |
| 1Y | -15.2% | -64.0% | +48.8% | +1.8% |
| 3Y | +56.4% | -77.4% | +133.9% | +85.6% |
| All | +56.4% | -77.1% | +133.6% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling