+20.2%
SGOV vs NU
+30.0%
-9.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | 0.0% | -4.9% | +4.9% | 0.0% |
| 30D | +0.3% | +7.8% | -7.5% | +0.3% |
| 3M | +0.9% | +20.9% | -20.0% | +0.9% |
| 6M | +1.8% | +0.9% | +1.0% | +1.8% |
| YTD | +2.5% | -12.7% | +15.2% | +2.5% |
| 1Y | +3.8% | -6.4% | +10.2% | +3.8% |
| 3Y | +14.4% | +98.1% | -83.7% | +14.4% |
| All | +20.2% | +30.0% | -9.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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