+6,618.6%
NUE vs SPYG
+559.2%
+6,059.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -2.3% | +0.3% | -2.6% | -2.6% |
| 30D | -6.1% | -1.7% | -4.4% | -4.5% |
| 3M | +1.7% | +3.6% | -2.0% | -2.6% |
| 6M | +53.1% | +16.6% | +36.5% | +30.4% |
| YTD | +59.0% | +13.4% | +45.7% | +38.7% |
| 1Y | +85.3% | +19.6% | +65.8% | +53.0% |
| 3Y | +63.2% | +99.8% | -36.5% | -20.9% |
| 5Y | +146.8% | +85.0% | +61.8% | +27.4% |
| 10Y | +584.3% | +422.1% | +162.2% | +18.1% |
| All | +6,618.6% | +559.2% | +6,059.4% | +510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling