+48.8%
NU vs STT
+145.4%
-96.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.1% |
| 7D | +7.5% | +0.5% | +7.0% | +7.2% |
| 30D | +6.1% | +3.9% | +2.3% | +3.7% |
| 3M | +26.8% | +20.0% | +6.9% | +13.2% |
| 6M | +2.5% | +55.3% | -52.8% | -22.3% |
| YTD | -8.2% | +53.3% | -61.5% | -30.1% |
| 1Y | +3.4% | +74.7% | -71.3% | -27.8% |
| 3Y | +116.2% | +205.8% | -89.7% | +2.3% |
| All | +48.8% | +145.4% | -96.6% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling