+575.6%
NUE vs SPYG
+424.6%
+151.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +0.9% |
| 7D | -0.6% | -0.9% | +0.3% | +0.1% |
| 30D | -4.6% | -1.5% | -3.0% | -3.3% |
| 3M | -0.3% | +3.7% | -4.1% | -4.0% |
| 6M | +51.9% | +16.4% | +35.5% | +32.1% |
| YTD | +60.0% | +13.3% | +46.7% | +42.0% |
| 1Y | +82.9% | +17.9% | +65.0% | +56.5% |
| 3Y | +66.0% | +98.3% | -32.4% | -12.2% |
| 5Y | +149.0% | +86.4% | +62.5% | +37.3% |
| All | +575.6% | +424.6% | +151.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling