+145.1%
NUE vs SM
+108.0%
+37.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.1% |
| 7D | -2.7% | +2.1% | -4.8% | -3.2% |
| 30D | -6.1% | +18.1% | -24.2% | -9.8% |
| 3M | +2.2% | +17.0% | -14.7% | -2.5% |
| 6M | +50.8% | +55.4% | -4.6% | +31.4% |
| YTD | +57.5% | +108.6% | -51.0% | +26.0% |
| 1Y | +82.5% | +45.7% | +36.8% | +59.8% |
| 3Y | +61.7% | -0.3% | +62.0% | +50.2% |
| 5Y | +145.1% | +113.0% | +32.1% | +68.2% |
| All | +145.1% | +108.0% | +37.1% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling