+146.8%
NUE vs STZ
-38.0%
+184.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.3% | -6.0% | +3.7% | -0.7% |
| 30D | -6.1% | -8.9% | +2.8% | -4.0% |
| 3M | +1.7% | -12.6% | +14.2% | +5.0% |
| 6M | +53.1% | -17.2% | +70.3% | +59.7% |
| YTD | +59.0% | -10.0% | +69.1% | +61.0% |
| 1Y | +85.3% | -14.3% | +99.6% | +90.2% |
| 3Y | +63.2% | -49.9% | +113.1% | +96.4% |
| 5Y | +146.8% | -38.2% | +185.0% | +158.5% |
| All | +146.8% | -38.0% | +184.7% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling