+58.4%
NUE vs SN
+490.7%
-432.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +4.2% | -9.3% | +13.6% | +6.0% |
| 30D | -5.0% | -4.8% | -0.2% | -4.2% |
| 3M | -0.2% | +40.4% | -40.6% | -6.6% |
| 6M | +49.1% | +50.9% | -1.8% | +37.3% |
| YTD | +61.0% | +54.9% | +6.1% | +47.1% |
| 1Y | +82.5% | +43.0% | +39.5% | +68.5% |
| 3Y | +57.9% | +391.8% | -333.9% | +34.1% |
| All | +58.4% | +490.7% | -432.3% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling