+14,317.4%
NUE vs STT
+7,372.9%
+6,944.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.2% | +0.5% | +3.7% | +4.0% |
| 30D | -5.0% | +3.9% | -8.8% | -6.4% |
| 3M | -0.2% | +20.0% | -20.2% | -7.5% |
| 6M | +49.1% | +55.3% | -6.2% | +24.4% |
| YTD | +61.0% | +53.3% | +7.7% | +34.7% |
| 1Y | +82.5% | +74.7% | +7.8% | +44.6% |
| 3Y | +57.9% | +205.8% | -147.9% | -0.4% |
| 5Y | +146.6% | +145.0% | +1.6% | +66.3% |
| 10Y | +561.6% | +266.0% | +295.6% | +275.7% |
| All | +14,317.4% | +7,372.9% | +6,944.5% | +2,218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling