+145.1%
NUE vs SFM
+212.1%
-67.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.7% | -8.8% | +6.1% | -1.1% |
| 30D | -6.1% | -14.5% | +8.4% | -3.6% |
| 3M | +2.2% | -16.8% | +19.1% | +5.1% |
| 6M | +50.8% | -5.3% | +56.1% | +49.6% |
| YTD | +57.5% | -9.4% | +66.9% | +57.3% |
| 1Y | +82.5% | -46.2% | +128.6% | +104.7% |
| 3Y | +61.7% | +81.3% | -19.6% | +27.2% |
| 5Y | +145.1% | +211.9% | -66.7% | +57.3% |
| All | +145.1% | +212.1% | -67.0% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling