+62.3%
NUE vs STT
+203.8%
-141.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.0% |
| 7D | +1.8% | +2.2% | -0.4% | +0.4% |
| 30D | -6.0% | +3.9% | -9.9% | -8.2% |
| 3M | +1.4% | +19.2% | -17.7% | -9.6% |
| 6M | +52.8% | +60.4% | -7.5% | +12.2% |
| YTD | +58.1% | +51.5% | +6.7% | +19.7% |
| 1Y | +80.4% | +76.3% | +4.1% | +22.7% |
| 3Y | +62.3% | +200.7% | -138.5% | -21.8% |
| All | +62.3% | +203.8% | -141.5% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling