+3.4%
NU vs STRL
+76.3%
-72.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.7% | -2.6% |
| 7D | +7.5% | +3.4% | +4.1% | +7.0% |
| 30D | +6.1% | -9.2% | +15.4% | +7.2% |
| 3M | +26.8% | -51.0% | +77.9% | +36.0% |
| 6M | +2.5% | +15.8% | -13.3% | -7.1% |
| YTD | -8.2% | +58.9% | -67.0% | -21.9% |
| 1Y | +3.4% | +68.5% | -65.2% | -12.9% |
| All | +3.4% | +76.3% | -72.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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