+3,707.5%
NUE vs SCCO
+33,197.0%
-29,489.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.3% | +2.5% |
| 7D | -2.7% | -2.7% | 0.0% | -1.7% |
| 30D | -6.1% | -0.2% | -5.9% | -6.8% |
| 3M | +2.2% | +17.8% | -15.5% | -7.5% |
| 6M | +50.8% | +2.3% | +48.5% | +43.4% |
| YTD | +57.5% | +41.6% | +15.9% | +24.8% |
| 1Y | +82.5% | +101.9% | -19.4% | +19.9% |
| 3Y | +61.7% | +186.2% | -124.5% | -15.9% |
| 5Y | +145.1% | +309.7% | -164.5% | +4.1% |
| 10Y | +577.8% | +1,094.2% | -516.4% | +62.2% |
| All | +3,707.5% | +33,197.0% | -29,489.5% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling