+146.8%
NUE vs SPG
+104.0%
+42.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.9% |
| 7D | -2.3% | -1.7% | -0.6% | -1.4% |
| 30D | -6.1% | -6.3% | +0.2% | -2.8% |
| 3M | +1.7% | -2.4% | +4.1% | +2.8% |
| 6M | +53.1% | +9.6% | +43.4% | +44.5% |
| YTD | +59.0% | +14.2% | +44.8% | +46.4% |
| 1Y | +85.3% | +19.3% | +66.0% | +65.9% |
| 3Y | +63.2% | +106.7% | -43.5% | +4.5% |
| 5Y | +146.8% | +104.2% | +42.6% | +46.3% |
| All | +146.8% | +104.0% | +42.7% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling