+4,187.8%
NUE vs SBAC
+2,222.3%
+1,965.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -4.9% | -3.7% |
| 7D | +2.8% | +0.6% | +2.1% | +2.6% |
| 30D | -2.1% | +5.5% | -7.6% | -3.1% |
| 3M | -7.3% | +3.1% | -10.4% | -8.0% |
| 6M | +8.9% | -7.0% | +15.9% | +9.6% |
| YTD | +55.6% | +0.5% | +55.1% | +53.6% |
| 1Y | +74.7% | +0.2% | +74.4% | +72.5% |
| 3Y | +71.7% | -7.4% | +79.0% | +69.5% |
| 5Y | +141.2% | -39.7% | +180.9% | +154.9% |
| 10Y | +429.6% | +112.5% | +317.0% | +344.7% |
| All | +4,187.8% | +2,222.3% | +1,965.5% | +2,334.9% |
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