+575.6%
NUE vs SNY
+64.5%
+511.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -0.6% | -3.3% | +2.7% | +0.4% |
| 30D | -4.6% | -2.2% | -2.4% | -4.0% |
| 3M | -0.3% | -3.0% | +2.7% | +0.5% |
| 6M | +51.9% | +2.7% | +49.1% | +50.0% |
| YTD | +60.0% | -6.8% | +66.8% | +62.8% |
| 1Y | +82.9% | -5.3% | +88.2% | +84.4% |
| 3Y | +66.0% | -9.8% | +75.8% | +65.0% |
| 5Y | +149.0% | +9.7% | +139.3% | +119.9% |
| All | +575.6% | +64.5% | +511.1% | +364.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling