+147.5%
NUE vs SAN
+381.4%
-233.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -6.1% | -0.1% | -6.0% | -6.1% |
| 3M | +1.7% | +19.6% | -18.0% | -5.3% |
| 6M | +53.1% | +32.7% | +20.4% | +36.5% |
| YTD | +59.0% | +26.7% | +32.4% | +43.1% |
| 1Y | +85.3% | +51.6% | +33.7% | +54.9% |
| 3Y | +63.2% | +348.7% | -285.5% | -16.5% |
| All | +147.5% | +381.4% | -233.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling