+125.1%
NU vs STM
+20.8%
+104.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +6.0% | +5.2% | +0.8% | +5.0% |
| 30D | +10.8% | -7.4% | +18.1% | +12.3% |
| 3M | +32.2% | -30.6% | +62.8% | +39.8% |
| 6M | +5.1% | +66.4% | -61.2% | -11.2% |
| YTD | -8.4% | +101.1% | -109.6% | -26.7% |
| 1Y | +0.7% | +97.4% | -96.6% | -19.8% |
| 3Y | +125.1% | +21.1% | +104.0% | +99.4% |
| All | +125.1% | +20.8% | +104.3% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling