+66.0%
NUE vs SCHG
+86.3%
-20.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | -0.6% | -1.0% | +0.4% | +0.1% |
| 30D | -4.6% | -1.3% | -3.3% | -3.8% |
| 3M | -0.3% | +5.4% | -5.8% | -4.3% |
| 6M | +51.9% | +14.4% | +37.5% | +37.5% |
| YTD | +60.0% | +8.0% | +52.0% | +50.6% |
| 1Y | +82.9% | +12.7% | +70.2% | +66.7% |
| 3Y | +66.0% | +85.6% | -19.6% | +11.1% |
| All | +66.0% | +86.3% | -20.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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