+45.4%
NU vs STM
+9.6%
+35.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -4.2% | -1.1% | -3.2% | -3.9% |
| 30D | +10.0% | -7.8% | +17.8% | +13.1% |
| 3M | +29.3% | -28.2% | +57.5% | +41.8% |
| 6M | +0.9% | +52.0% | -51.0% | -22.3% |
| YTD | -10.3% | +96.4% | -106.7% | -39.3% |
| 1Y | -3.2% | +98.8% | -102.0% | -36.1% |
| 3Y | +120.6% | +18.3% | +102.3% | +77.4% |
| All | +45.4% | +9.6% | +35.8% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling