+422.0%
NUE vs STT
+198.3%
+223.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +2.8% | +4.8% | -2.0% | -0.1% |
| 30D | -2.1% | +3.9% | -6.0% | -4.3% |
| 3M | -7.3% | -8.2% | +0.8% | -2.6% |
| 6M | +8.9% | +15.6% | -6.7% | -0.6% |
| YTD | +55.6% | +37.6% | +18.0% | +27.3% |
| 1Y | +74.7% | +50.1% | +24.5% | +35.4% |
| 3Y | +71.7% | +183.1% | -111.4% | -9.6% |
| 5Y | +141.2% | +104.8% | +36.4% | +47.1% |
| All | +422.0% | +198.3% | +223.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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