+28.0%
NU vs STRL
+972.2%
-944.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.1% | +14.8% | +12.4% |
| 7D | +9.9% | +15.7% | -5.8% | +6.2% |
| 30D | -11.5% | -35.5% | +24.0% | -4.1% |
| 3M | -5.1% | -47.1% | +42.0% | +7.0% |
| 6M | +3.1% | -65.8% | +68.9% | +25.3% |
| YTD | -21.0% | -4.5% | -16.5% | -32.4% |
| 1Y | -15.2% | -10.5% | -4.7% | -26.5% |
| 3Y | +56.4% | +340.6% | -284.2% | -33.7% |
| All | +28.0% | +972.2% | -944.2% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling