+1,978.7%
NUE vs SIMO
+3,332.4%
-1,353.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -2.3% |
| 7D | +4.2% | +4.2% | 0.0% | +3.2% |
| 30D | -5.0% | +4.1% | -9.1% | -6.4% |
| 3M | -0.2% | -12.9% | +12.7% | -0.3% |
| 6M | +49.1% | +110.3% | -61.2% | +20.2% |
| YTD | +61.0% | +178.6% | -117.6% | +20.6% |
| 1Y | +82.5% | +220.0% | -137.5% | +31.8% |
| 3Y | +57.9% | +409.0% | -351.1% | +0.8% |
| 5Y | +146.6% | +277.3% | -130.7% | +60.3% |
| 10Y | +561.6% | +506.6% | +55.0% | +261.6% |
| All | +1,978.7% | +3,332.4% | -1,353.7% | +418.4% |
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