+642.7%
NUE vs SFM
+117.5%
+525.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.6% |
| 7D | +1.8% | -5.8% | +7.6% | +2.8% |
| 30D | -6.0% | -11.4% | +5.4% | -4.1% |
| 3M | +1.4% | -12.2% | +13.6% | +3.2% |
| 6M | +52.8% | -5.2% | +58.0% | +52.1% |
| YTD | +58.1% | -4.5% | +62.6% | +56.6% |
| 1Y | +80.4% | -45.4% | +125.8% | +98.1% |
| 3Y | +62.3% | +91.1% | -28.8% | +35.7% |
| 5Y | +146.2% | +226.8% | -80.6% | +82.0% |
| 10Y | +549.5% | +291.9% | +257.6% | +343.5% |
| All | +642.7% | +117.5% | +525.2% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling