+87.8%
NUE vs SGI
-10.7%
+98.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -3.2% |
| 7D | -1.4% | +12.1% | -13.5% | -3.5% |
| 30D | +6.6% | +12.1% | -5.5% | +4.2% |
| 3M | -2.0% | +0.4% | -2.4% | -2.2% |
| 6M | +19.2% | -4.0% | +23.2% | +19.3% |
| YTD | +65.6% | -21.2% | +86.9% | +69.1% |
| 1Y | +87.8% | -12.1% | +99.9% | +92.3% |
| All | +87.8% | -10.7% | +98.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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