+66.0%
NUE vs SCCO
+177.0%
-111.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.6% | -2.7% | +2.0% | -0.1% |
| 30D | -4.6% | -0.7% | -3.8% | -4.8% |
| 3M | -0.3% | +8.1% | -8.4% | -3.5% |
| 6M | +51.9% | +4.1% | +47.8% | +47.3% |
| YTD | +60.0% | +41.1% | +18.9% | +38.9% |
| 1Y | +82.9% | +95.6% | -12.7% | +42.0% |
| 3Y | +66.0% | +179.3% | -113.3% | +11.6% |
| All | +66.0% | +177.0% | -111.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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