+1,946.9%
NUE vs SIMO
+2,171.3%
-224.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | -6.2% | -16.0% | +9.8% | -3.1% |
| 30D | +2.5% | -35.8% | +38.2% | +10.7% |
| 3M | -6.4% | -26.5% | +20.1% | -2.6% |
| 6M | +13.3% | -33.0% | +46.3% | +16.7% |
| YTD | +58.5% | +84.3% | -25.8% | +26.7% |
| 1Y | +81.9% | +82.0% | -0.1% | +45.5% |
| 3Y | +75.3% | +218.5% | -143.2% | +20.9% |
| 5Y | +149.9% | +175.0% | -25.1% | +69.6% |
| 10Y | +436.0% | +407.5% | +28.5% | +198.3% |
| All | +1,946.9% | +2,171.3% | -224.4% | +444.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling