+4,014.1%
NUE vs SPG
+5,256.9%
-1,242.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | +4.2% | -2.4% | +6.6% | +5.3% |
| 30D | -5.0% | -6.8% | +1.9% | -2.0% |
| 3M | -0.2% | +2.7% | -2.9% | -1.6% |
| 6M | +49.1% | +5.5% | +43.7% | +45.3% |
| YTD | +61.0% | +15.7% | +45.3% | +50.4% |
| 1Y | +82.5% | +20.9% | +61.7% | +66.9% |
| 3Y | +57.9% | +112.4% | -54.5% | +12.0% |
| 5Y | +146.6% | +101.4% | +45.2% | +77.0% |
| 10Y | +561.6% | +60.6% | +501.0% | +358.4% |
| All | +4,014.1% | +5,256.9% | -1,242.9% | +876.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling