+58.9%
NUE vs SN
+673.1%
-614.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | +3.8% | +19.4% | -15.7% | +0.5% |
| 3M | -3.7% | +20.9% | -24.6% | -7.1% |
| 6M | +13.2% | +111.1% | -97.9% | -1.7% |
| YTD | +61.6% | +102.8% | -41.2% | +40.5% |
| 1Y | +83.6% | +146.2% | -62.6% | +54.2% |
| 3Y | +78.6% | +441.4% | -362.8% | +43.4% |
| All | +58.9% | +673.1% | -614.2% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling