+5,875.1%
NUE vs SM
+1,434.4%
+4,440.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +2.8% | +9.4% | -6.6% | +0.8% |
| 30D | -2.1% | -14.4% | +12.3% | +0.6% |
| 3M | -7.3% | +1.6% | -8.9% | -8.5% |
| 6M | +8.9% | +6.3% | +2.5% | +5.3% |
| YTD | +55.6% | +78.8% | -23.2% | +33.0% |
| 1Y | +74.7% | +83.1% | -8.5% | +48.3% |
| 3Y | +71.7% | -5.9% | +77.6% | +63.2% |
| 5Y | +141.2% | +4.8% | +136.4% | +113.5% |
| 10Y | +429.6% | +17.5% | +412.0% | +194.3% |
| All | +5,875.1% | +1,434.4% | +4,440.7% | +1,850.2% |
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 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