+55.5%
NUE vs SN
+496.6%
-441.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -6.0% | -5.6% | -0.4% | -5.1% |
| 3M | +1.4% | +48.1% | -46.6% | -5.9% |
| 6M | +52.8% | +57.6% | -4.8% | +39.6% |
| YTD | +58.1% | +56.5% | +1.6% | +44.2% |
| 1Y | +80.4% | +52.6% | +27.9% | +64.6% |
| 3Y | +62.3% | +412.0% | -349.7% | +37.6% |
| All | +55.5% | +496.6% | -441.1% | +31.6% |
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