+75.3%
NUE vs SIMO
+220.9%
-145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.1% |
| 7D | -6.2% | -16.0% | +9.8% | -4.4% |
| 30D | +2.5% | -35.8% | +38.2% | +7.0% |
| 3M | -6.4% | -26.5% | +20.1% | -4.2% |
| 6M | +13.3% | -33.0% | +46.3% | +14.9% |
| YTD | +58.5% | +84.3% | -25.8% | +28.1% |
| 1Y | +81.9% | +82.0% | -0.1% | +47.1% |
| 3Y | +75.3% | +218.5% | -143.2% | +18.3% |
| All | +75.3% | +220.9% | -145.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 3y: compounded portfolio wealth divided by compounded SIMO 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…
3y analysis · Full analysis span regression · 6 months rolling