+53.1%
NUE vs SPXS
-33.3%
+86.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +1.0% |
| 7D | -2.3% | +1.2% | -3.5% | -1.9% |
| 30D | -6.1% | +5.2% | -11.3% | -4.5% |
| 3M | +1.7% | -9.2% | +10.8% | -0.4% |
| 6M | +53.1% | -29.6% | +82.7% | +38.5% |
| All | +53.1% | -33.3% | +86.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 6mo: compounded portfolio wealth divided by compounded SPXS 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…
6mo analysis · Full analysis span regression · 6 months rolling