+87.8%
NUE vs S
+36.5%
+51.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.0% |
| 7D | -1.4% | -8.2% | +6.8% | -1.6% |
| 30D | +6.6% | -7.6% | +14.2% | +6.4% |
| 3M | -2.0% | +12.0% | -14.0% | -1.4% |
| 6M | +19.2% | +50.6% | -31.4% | +20.9% |
| YTD | +65.6% | +56.6% | +9.0% | +67.4% |
| 1Y | +87.8% | +39.2% | +48.6% | +93.2% |
| All | +87.8% | +36.5% | +51.4% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling