+65.0%
NUE vs SPG
+106.5%
-41.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.8% |
| 7D | -2.3% | -1.7% | -0.6% | -1.5% |
| 30D | -6.1% | -6.3% | +0.2% | -3.0% |
| 3M | +1.7% | -2.4% | +4.1% | +2.7% |
| 6M | +53.1% | +9.6% | +43.4% | +45.1% |
| YTD | +59.0% | +14.2% | +44.8% | +47.2% |
| 1Y | +85.3% | +19.3% | +66.0% | +67.1% |
| All | +65.0% | +106.5% | -41.5% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling