+186.8%
NUE vs S
-56.9%
+243.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.2% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -6.1% | -11.8% | +5.7% | -4.9% |
| 3M | +2.2% | +33.9% | -31.7% | -1.7% |
| 6M | +50.8% | +40.1% | +10.7% | +43.5% |
| YTD | +57.5% | +32.1% | +25.5% | +50.5% |
| 1Y | +82.5% | +11.0% | +71.4% | +77.7% |
| 3Y | +61.7% | +16.9% | +44.7% | +53.7% |
| 5Y | +145.1% | -68.9% | +214.1% | +145.9% |
| All | +186.8% | -56.9% | +243.8% | +197.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling