+87.8%
NUE vs SPG
+34.3%
+53.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -2.8% |
| 7D | -1.4% | +8.2% | -9.6% | -3.6% |
| 30D | +6.6% | +13.5% | -6.9% | +2.6% |
| 3M | -2.0% | +2.2% | -4.2% | -1.9% |
| 6M | +19.2% | +15.9% | +3.3% | +13.7% |
| YTD | +65.6% | +27.6% | +38.0% | +51.1% |
| 1Y | +87.8% | +30.9% | +56.9% | +69.4% |
| All | +87.8% | +34.3% | +53.6% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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