+45.4%
NU vs STRL
+1,678.0%
-1,632.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -4.2% | +5.4% | -9.6% | -5.5% |
| 30D | +10.0% | -9.0% | +19.0% | +12.2% |
| 3M | +29.3% | -37.1% | +66.3% | +41.0% |
| 6M | +0.9% | +17.8% | -16.9% | -13.1% |
| YTD | -10.3% | +58.3% | -68.6% | -29.9% |
| 1Y | -3.2% | +61.0% | -64.2% | -26.5% |
| 3Y | +120.6% | +517.8% | -397.3% | -9.3% |
| All | +45.4% | +1,678.0% | -1,632.6% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling