+13,834.6%
NUE vs SAN
+1,735.1%
+12,099.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.7% |
| 7D | +2.8% | +4.0% | -1.2% | +1.0% |
| 30D | -2.1% | -7.8% | +5.7% | +0.7% |
| 3M | -7.3% | -16.4% | +9.0% | -0.9% |
| 6M | +8.9% | +3.5% | +5.3% | +6.3% |
| YTD | +55.6% | +6.7% | +48.9% | +48.3% |
| 1Y | +74.7% | +14.5% | +60.2% | +61.5% |
| 3Y | +71.7% | +243.5% | -171.8% | -2.2% |
| 5Y | +141.2% | +296.2% | -155.0% | +25.9% |
| 10Y | +429.6% | +268.5% | +161.1% | +170.2% |
| All | +13,834.6% | +1,735.1% | +12,099.5% | +4,034.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling