+82.9%
NUE vs SPG
+19.1%
+63.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.6% | -1.2% | +0.5% | -0.3% |
| 30D | -4.6% | -6.1% | +1.6% | -2.6% |
| 3M | -0.3% | -3.6% | +3.3% | +0.9% |
| 6M | +51.9% | +10.4% | +41.5% | +46.7% |
| YTD | +60.0% | +14.4% | +45.6% | +53.3% |
| 1Y | +82.9% | +16.5% | +66.4% | +77.3% |
| All | +82.9% | +19.1% | +63.8% | +77.3% |
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