+3,163.5%
NUE vs SIRI
-16.9%
+3,180.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.5% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | -4.6% | +2.5% | -7.1% | -4.7% |
| 3M | -0.3% | +6.6% | -6.9% | -0.9% |
| 6M | +51.9% | +32.9% | +19.0% | +48.5% |
| YTD | +60.0% | +50.5% | +9.5% | +54.8% |
| 1Y | +82.9% | +28.0% | +54.9% | +78.9% |
| 3Y | +66.0% | -22.4% | +88.4% | +66.2% |
| 5Y | +149.0% | -41.3% | +190.2% | +151.6% |
| 10Y | +588.3% | -10.4% | +598.8% | +577.4% |
| All | +3,163.5% | -16.9% | +3,180.4% | +2,681.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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