+48.4%
NU vs STT
+142.4%
-94.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.5% |
| 7D | +6.0% | +2.2% | +3.8% | +4.6% |
| 30D | +10.8% | +3.9% | +6.9% | +8.1% |
| 3M | +32.2% | +19.2% | +13.0% | +18.4% |
| 6M | +5.1% | +60.4% | -55.2% | -21.8% |
| YTD | -8.4% | +51.5% | -59.9% | -29.7% |
| 1Y | +0.7% | +76.3% | -75.6% | -30.0% |
| 3Y | +125.1% | +200.7% | -75.6% | +7.6% |
| All | +48.4% | +142.4% | -94.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling