+575.6%
NUE vs STZ
-11.3%
+587.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -0.6% | -4.5% | +3.8% | +1.0% |
| 30D | -4.6% | -8.6% | +4.0% | -1.7% |
| 3M | -0.3% | -13.8% | +13.4% | +4.8% |
| 6M | +51.9% | -17.2% | +69.0% | +60.9% |
| YTD | +60.0% | -9.4% | +69.3% | +62.7% |
| 1Y | +82.9% | -11.9% | +94.7% | +87.6% |
| 3Y | +66.0% | -49.6% | +115.6% | +108.4% |
| 5Y | +149.0% | -37.2% | +186.1% | +180.0% |
| All | +575.6% | -11.3% | +587.0% | +572.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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