+630.9%
NUE vs SFM
+48.8%
+582.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.7% |
| 7D | +2.8% | +6.0% | -3.3% | +1.7% |
| 30D | -2.1% | -19.5% | +17.4% | +0.7% |
| 3M | -7.3% | -37.0% | +29.7% | -0.8% |
| 6M | +8.9% | -41.0% | +49.9% | +17.2% |
| YTD | +55.6% | -34.6% | +90.2% | +62.8% |
| 1Y | +74.7% | -36.3% | +110.9% | +83.5% |
| 3Y | +71.7% | +24.5% | +47.1% | +53.3% |
| 5Y | +141.2% | +115.9% | +25.3% | +89.7% |
| 10Y | +429.6% | +139.5% | +290.1% | +289.7% |
| All | +630.9% | +48.8% | +582.1% | +463.7% |
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