+45.4%
NU vs STT
+141.7%
-96.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -4.2% | -1.4% | -2.8% | -3.4% |
| 30D | +10.0% | +2.2% | +7.9% | +8.5% |
| 3M | +29.3% | +18.8% | +10.4% | +16.0% |
| 6M | +0.9% | +57.9% | -57.0% | -24.2% |
| YTD | -10.3% | +51.0% | -61.3% | -31.0% |
| 1Y | -3.2% | +77.1% | -80.3% | -32.9% |
| 3Y | +120.6% | +199.8% | -79.3% | +5.6% |
| All | +45.4% | +141.7% | -96.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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