+82.9%
NUE vs STZ
-11.8%
+94.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | -0.6% | -4.5% | +3.8% | -0.1% |
| 30D | -4.6% | -8.6% | +4.0% | -3.6% |
| 3M | -0.3% | -13.8% | +13.4% | +1.7% |
| 6M | +51.9% | -17.2% | +69.0% | +55.0% |
| YTD | +60.0% | -9.4% | +69.3% | +57.8% |
| 1Y | +82.9% | -11.9% | +94.7% | +81.6% |
| All | +82.9% | -11.8% | +94.7% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling