+3,246.4%
NUE vs SGI
+2,073.9%
+1,172.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +1.8% | +9.3% | -7.5% | -0.6% |
| 30D | -6.0% | +6.9% | -12.8% | -7.7% |
| 3M | +1.4% | +2.8% | -1.4% | +0.2% |
| 6M | +52.8% | -12.6% | +65.4% | +56.6% |
| YTD | +58.1% | -21.5% | +79.6% | +66.1% |
| 1Y | +80.4% | -18.8% | +99.2% | +87.1% |
| 3Y | +62.3% | +60.8% | +1.4% | +38.6% |
| 5Y | +146.2% | +60.0% | +86.2% | +104.4% |
| 10Y | +549.5% | +267.8% | +281.7% | +288.7% |
| All | +3,246.4% | +2,073.9% | +1,172.5% | +832.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling