+3.4%
NU vs STM
+107.3%
-103.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.1% |
| 7D | +7.5% | +5.8% | +1.7% | +7.0% |
| 30D | +6.1% | -1.0% | +7.2% | +6.2% |
| 3M | +26.8% | -33.3% | +60.1% | +29.3% |
| 6M | +2.5% | +57.4% | -54.9% | -8.0% |
| YTD | -8.2% | +102.2% | -110.4% | -19.0% |
| 1Y | +3.4% | +99.6% | -96.2% | -11.1% |
| All | +3.4% | +107.3% | -103.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling