+442.7%
NUE vs SITM
+4,437.5%
-3,994.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -2.3% | +3.7% | -6.0% | -2.8% |
| 30D | -6.1% | -14.5% | +8.4% | -4.2% |
| 3M | +1.7% | -10.6% | +12.2% | +1.5% |
| 6M | +53.1% | +65.5% | -12.5% | +37.6% |
| YTD | +59.0% | +67.0% | -8.0% | +41.6% |
| 1Y | +85.3% | +138.6% | -53.3% | +54.3% |
| 3Y | +63.2% | +421.8% | -358.6% | +13.1% |
| 5Y | +146.8% | +172.4% | -25.6% | +72.2% |
| All | +442.7% | +4,437.5% | -3,994.8% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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