+45.2%
NU vs STLA
-61.3%
+106.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | +8.2% | -5.2% | +13.4% | +9.9% |
| 3M | +26.3% | -24.9% | +51.1% | +38.0% |
| 6M | +2.2% | -25.2% | +27.4% | +11.3% |
| YTD | -10.4% | -51.4% | +41.0% | +11.4% |
| 1Y | -3.0% | -40.7% | +37.7% | +8.8% |
| 3Y | +120.3% | -66.3% | +186.5% | +194.7% |
| All | +45.2% | -61.3% | +106.5% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling