+5,258.9%
NUE vs SPY
+3,074.3%
+2,184.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.2% |
| 7D | +1.8% | +0.5% | +1.2% | +1.1% |
| 30D | -6.0% | -0.9% | -5.0% | -4.9% |
| 3M | +1.4% | +3.9% | -2.5% | -3.2% |
| 6M | +52.8% | +14.5% | +38.3% | +30.4% |
| YTD | +58.1% | +12.9% | +45.2% | +37.0% |
| 1Y | +80.4% | +19.4% | +61.1% | +46.6% |
| 3Y | +62.3% | +78.5% | -16.2% | -17.2% |
| 5Y | +146.2% | +81.8% | +64.4% | +24.1% |
| 10Y | +549.5% | +311.5% | +238.0% | +30.1% |
| All | +5,258.9% | +3,074.3% | +2,184.6% | +62.1% |
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