+82.5%
NUE vs S
+10.1%
+72.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.0% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -6.1% | -11.8% | +5.7% | -5.9% |
| 3M | +2.2% | +33.9% | -31.7% | +2.0% |
| 6M | +50.8% | +40.1% | +10.7% | +49.3% |
| YTD | +57.5% | +32.1% | +25.5% | +56.8% |
| 1Y | +82.5% | +11.0% | +71.4% | +86.4% |
| All | +82.5% | +10.1% | +72.4% | +86.4% |
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