+575.6%
NUE vs SAN
+357.1%
+218.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.5% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -4.6% | +0.9% | -5.5% | -5.0% |
| 3M | -0.3% | +19.1% | -19.4% | -8.3% |
| 6M | +51.9% | +33.2% | +18.7% | +32.1% |
| YTD | +60.0% | +29.1% | +30.9% | +39.7% |
| 1Y | +82.9% | +50.2% | +32.6% | +48.4% |
| 3Y | +66.0% | +351.0% | -285.1% | -23.7% |
| 5Y | +149.0% | +394.7% | -245.7% | +4.9% |
| All | +575.6% | +357.1% | +218.6% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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