+575.6%
NUE vs SM
+23.0%
+552.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.6% | +4.6% | -5.2% | -1.4% |
| 30D | -4.6% | +18.2% | -22.8% | -7.3% |
| 3M | -0.3% | +22.5% | -22.8% | -4.3% |
| 6M | +51.9% | +50.6% | +1.3% | +39.3% |
| YTD | +60.0% | +108.1% | -48.1% | +38.2% |
| 1Y | +82.9% | +46.0% | +36.9% | +67.2% |
| 3Y | +66.0% | +2.9% | +63.1% | +57.6% |
| 5Y | +149.0% | +112.6% | +36.4% | +104.8% |
| All | +575.6% | +23.0% | +552.6% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling