+805.7%
NUE vs SPXU
-100.0%
+905.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +1.2% |
| 7D | -2.3% | +1.3% | -3.6% | -1.8% |
| 30D | -6.1% | +5.1% | -11.2% | -4.1% |
| 3M | +1.7% | -9.1% | +10.8% | -1.5% |
| 6M | +53.1% | -29.6% | +82.7% | +35.8% |
| YTD | +59.0% | -27.7% | +86.7% | +43.3% |
| 1Y | +85.3% | -37.0% | +122.3% | +59.6% |
| 3Y | +63.2% | -80.2% | +143.4% | 0.0% |
| 5Y | +146.8% | -86.0% | +232.8% | +59.0% |
| 10Y | +584.3% | -99.5% | +683.8% | +69.1% |
| All | +805.7% | -100.0% | +905.7% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling