+65.0%
NUE vs SBAC
-8.7%
+73.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -6.1% | +3.9% | -9.9% | -6.2% |
| 3M | +1.7% | -8.2% | +9.8% | +2.0% |
| 6M | +53.1% | -2.8% | +55.9% | +53.2% |
| YTD | +59.0% | -1.5% | +60.6% | +58.9% |
| 1Y | +85.3% | 0.0% | +85.3% | +84.9% |
| All | +65.0% | -8.7% | +73.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling