+57.4%
NUE vs SN
+447.8%
-390.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.8% |
| 7D | -0.6% | -7.3% | +6.6% | +0.7% |
| 30D | -4.6% | -13.6% | +9.1% | -2.1% |
| 3M | -0.3% | +18.6% | -18.9% | -3.7% |
| 6M | +51.9% | +46.0% | +5.9% | +40.6% |
| YTD | +60.0% | +43.7% | +16.3% | +48.1% |
| 1Y | +82.9% | +39.2% | +43.7% | +69.6% |
| 3Y | +66.0% | +306.5% | -240.5% | +42.2% |
| All | +57.4% | +447.8% | -390.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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