+5,971.5%
NUE vs SM
+1,670.2%
+4,301.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.5% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | -6.0% | +31.5% | -37.5% | -11.5% |
| 3M | +1.4% | +17.3% | -15.9% | -2.9% |
| 6M | +52.8% | +48.5% | +4.3% | +37.5% |
| YTD | +58.1% | +106.3% | -48.1% | +32.2% |
| 1Y | +80.4% | +47.3% | +33.1% | +60.9% |
| 3Y | +62.3% | -1.4% | +63.7% | +53.4% |
| 5Y | +146.2% | +114.0% | +32.2% | +88.5% |
| 10Y | +549.5% | +12.5% | +537.0% | +267.1% |
| All | +5,971.5% | +1,670.2% | +4,301.3% | +1,837.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling