+14,317.4%
NUE vs SAN
+2,116.5%
+12,200.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +4.2% | +1.8% | +2.4% | +3.5% |
| 30D | -5.0% | +2.0% | -7.0% | -5.7% |
| 3M | -0.2% | +19.7% | -19.9% | -7.7% |
| 6M | +49.1% | +30.6% | +18.5% | +32.6% |
| YTD | +61.0% | +28.8% | +32.1% | +42.8% |
| 1Y | +82.5% | +57.8% | +24.8% | +48.6% |
| 3Y | +57.9% | +338.1% | -280.2% | -18.3% |
| 5Y | +146.6% | +384.2% | -237.6% | +19.1% |
| 10Y | +561.6% | +353.1% | +208.5% | +211.0% |
| All | +14,317.4% | +2,116.5% | +12,200.9% | +3,881.8% |
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