+146.8%
NUE vs S
-71.9%
+218.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -1.2% | -1.1% | -2.2% |
| 30D | -6.1% | -12.6% | +6.5% | -4.8% |
| 3M | +1.7% | +27.6% | -25.9% | -1.9% |
| 6M | +53.1% | +35.5% | +17.6% | +45.8% |
| YTD | +59.0% | +29.6% | +29.4% | +51.8% |
| 1Y | +85.3% | +8.1% | +77.2% | +80.7% |
| 3Y | +63.2% | +14.8% | +48.5% | +54.7% |
| 5Y | +146.8% | -70.6% | +217.4% | +154.3% |
| All | +146.8% | -71.9% | +218.7% | +154.3% |
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