-24.1%
NU vs STRL
-30.1%
+6.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.5% | +24.7% | +5.2% |
| 7D | +0.2% | -27.1% | +27.2% | +2.8% |
| 30D | -21.0% | -45.8% | +24.8% | -16.3% |
| 3M | -16.3% | -47.6% | +31.3% | -11.2% |
| 6M | -15.3% | -46.4% | +31.1% | -13.6% |
| YTD | -28.4% | -7.4% | -21.0% | -36.2% |
| 1Y | -24.1% | -25.9% | +1.7% | -29.7% |
| All | -24.1% | -30.1% | +6.0% | -29.7% |
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