+1,981.1%
NUE vs SIMO
+2,312.3%
-331.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.2% |
| 7D | +6.1% | +14.9% | -8.7% | +3.1% |
| 30D | +2.7% | -27.0% | +29.7% | +8.3% |
| 3M | -3.8% | -25.4% | +21.5% | -0.3% |
| 6M | +14.0% | -30.3% | +44.3% | +16.4% |
| YTD | +61.2% | +95.8% | -34.6% | +27.2% |
| 1Y | +77.8% | +100.0% | -22.2% | +39.5% |
| 3Y | +78.2% | +238.3% | -160.1% | +21.4% |
| 5Y | +149.8% | +187.6% | -37.7% | +68.1% |
| 10Y | +448.6% | +422.5% | +26.0% | +203.6% |
| All | +1,981.1% | +2,312.3% | -331.2% | +446.8% |
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