+145.1%
NUE vs SBAC
-45.4%
+190.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -2.7% | -5.3% | +2.6% | -1.8% |
| 30D | -6.1% | +0.4% | -6.4% | -6.2% |
| 3M | +2.2% | -11.9% | +14.1% | +4.3% |
| 6M | +50.8% | -4.5% | +55.2% | +50.9% |
| YTD | +57.5% | -4.3% | +61.9% | +57.3% |
| 1Y | +82.5% | -3.9% | +86.4% | +81.7% |
| 3Y | +61.7% | -11.0% | +72.7% | +59.0% |
| 5Y | +145.1% | -44.1% | +189.2% | +161.8% |
| All | +145.1% | -45.4% | +190.5% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling