+5,173.8%
NUE vs SPY
+3,034.0%
+2,139.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | +2.8% | +2.6% | +0.2% | -0.3% |
| 30D | -2.1% | -2.0% | -0.1% | +0.3% |
| 3M | -7.3% | -2.8% | -4.5% | -4.3% |
| 6M | +8.9% | +2.1% | +6.7% | +6.1% |
| YTD | +55.6% | +11.5% | +44.1% | +36.8% |
| 1Y | +74.7% | +13.5% | +61.2% | +50.4% |
| 3Y | +71.7% | +77.7% | -6.0% | -12.0% |
| 5Y | +141.2% | +72.6% | +68.6% | +28.9% |
| 10Y | +429.6% | +308.2% | +121.4% | +6.8% |
| All | +5,173.8% | +3,034.0% | +2,139.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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