+150.5%
NUE vs S
-68.0%
+218.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | -2.4% | +1.2% | -3.7% | -2.6% |
| 30D | +3.8% | -7.3% | +11.1% | +4.5% |
| 3M | -3.7% | +5.9% | -9.5% | -4.9% |
| 6M | +13.2% | +45.6% | -32.4% | +7.2% |
| YTD | +61.6% | +58.5% | +3.0% | +50.3% |
| 1Y | +83.6% | +37.6% | +46.0% | +73.7% |
| 3Y | +78.6% | +51.7% | +27.0% | +64.0% |
| All | +150.5% | -68.0% | +218.5% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling