+4,336.3%
NUE vs SBAC
+2,208.1%
+2,128.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | -5.0% | +6.9% | -11.9% | -6.1% |
| 3M | -0.2% | -8.2% | +8.0% | +1.0% |
| 6M | +49.1% | -1.6% | +50.8% | +48.3% |
| YTD | +61.0% | -0.1% | +61.1% | +59.4% |
| 1Y | +82.5% | -0.5% | +83.0% | +80.6% |
| 3Y | +57.9% | -9.1% | +67.0% | +56.6% |
| 5Y | +146.6% | -43.8% | +190.4% | +164.0% |
| 10Y | +561.6% | +80.5% | +481.1% | +471.3% |
| All | +4,336.3% | +2,208.1% | +2,128.2% | +2,427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling