+45.2%
NU vs STRL
+1,715.7%
-1,670.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.8% |
| 7D | -2.6% | +8.2% | -10.8% | -4.5% |
| 30D | +8.2% | -6.3% | +14.5% | +9.6% |
| 3M | +26.3% | -41.2% | +67.5% | +40.1% |
| 6M | +2.2% | +20.4% | -18.1% | -12.4% |
| YTD | -10.4% | +61.7% | -72.1% | -30.4% |
| 1Y | -3.0% | +72.7% | -75.7% | -28.0% |
| 3Y | +120.3% | +530.9% | -410.7% | -9.9% |
| All | +45.2% | +1,715.7% | -1,670.5% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling