+82.5%
NUE vs SNY
+2.0%
+80.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.2% | -1.3% | +5.5% | +4.4% |
| 30D | -5.0% | +3.4% | -8.4% | -5.6% |
| 3M | -0.2% | -0.3% | +0.1% | -0.1% |
| 6M | +49.1% | +1.0% | +48.1% | +48.6% |
| YTD | +61.0% | -3.6% | +64.6% | +60.9% |
| 1Y | +82.5% | +3.0% | +79.5% | +81.2% |
| All | +82.5% | +2.0% | +80.5% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling