+2,973.2%
NUE vs SNY
+241.9%
+2,731.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -0.6% | -3.3% | +2.7% | +1.1% |
| 30D | -4.6% | -2.2% | -2.4% | -3.6% |
| 3M | -0.3% | -3.0% | +2.7% | +0.9% |
| 6M | +51.9% | +2.7% | +49.1% | +48.8% |
| YTD | +60.0% | -6.8% | +66.8% | +64.1% |
| 1Y | +82.9% | -5.3% | +88.2% | +84.9% |
| 3Y | +66.0% | -9.8% | +75.8% | +63.3% |
| 5Y | +149.0% | +9.7% | +139.3% | +112.7% |
| 10Y | +588.3% | +64.5% | +523.8% | +348.3% |
| All | +2,973.2% | +241.9% | +2,731.3% | +1,055.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling