+80.1%
NUE vs SFM
-46.5%
+126.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -2.7% | -8.8% | +6.1% | -2.6% |
| 30D | -6.1% | -14.5% | +8.4% | -6.0% |
| 3M | +2.2% | -16.8% | +19.1% | +2.3% |
| 6M | +50.8% | -5.3% | +56.1% | +49.9% |
| YTD | +57.5% | -9.4% | +66.9% | +57.8% |
| All | +80.1% | -46.5% | +126.6% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling