+65.0%
NUE vs SFM
+83.0%
-18.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.0% |
| 7D | -2.3% | -7.2% | +4.9% | -1.5% |
| 30D | -6.1% | -14.3% | +8.2% | -4.6% |
| 3M | +1.7% | -13.7% | +15.4% | +2.9% |
| 6M | +53.1% | -6.0% | +59.1% | +52.3% |
| YTD | +59.0% | -8.2% | +67.3% | +58.6% |
| 1Y | +85.3% | -46.2% | +131.6% | +105.1% |
| All | +65.0% | +83.0% | -18.0% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling