+193.1%
NUE vs S
-56.8%
+249.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.2% | -7.7% | +11.9% | +5.1% |
| 30D | -5.0% | -5.3% | +0.4% | -4.6% |
| 3M | -0.2% | +20.3% | -20.5% | -2.8% |
| 6M | +49.1% | +47.4% | +1.8% | +41.1% |
| YTD | +61.0% | +32.5% | +28.5% | +53.7% |
| 1Y | +82.5% | +9.5% | +73.0% | +78.1% |
| 3Y | +57.9% | +15.5% | +42.4% | +50.3% |
| 5Y | +146.6% | -71.2% | +217.8% | +146.3% |
| All | +193.1% | -56.8% | +249.9% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling