+56.4%
NU vs STT
+182.6%
-126.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.9% | +11.8% |
| 7D | +9.9% | +4.8% | +5.1% | +7.1% |
| 30D | -11.5% | +3.9% | -15.4% | -13.5% |
| 3M | -5.1% | -8.2% | +3.1% | -0.7% |
| 6M | +3.1% | +15.6% | -12.5% | -4.9% |
| YTD | -21.0% | +37.6% | -58.7% | -34.1% |
| 1Y | -15.2% | +50.1% | -65.3% | -32.7% |
| 3Y | +56.4% | +183.1% | -126.6% | -13.8% |
| All | +56.4% | +182.6% | -126.1% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling