+155.9%
NUE vs SPXU
-86.1%
+242.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.6% |
| 7D | -0.6% | +2.5% | -3.1% | +0.4% |
| 30D | -4.6% | +4.2% | -8.7% | -2.9% |
| 3M | -0.3% | -9.3% | +8.9% | -3.4% |
| 6M | +51.9% | -30.7% | +82.6% | +34.6% |
| YTD | +60.0% | -28.1% | +88.1% | +44.4% |
| 1Y | +82.9% | -35.2% | +118.1% | +60.1% |
| 3Y | +66.0% | -79.9% | +145.9% | +4.3% |
| All | +155.9% | -86.1% | +242.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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