+146.2%
NUE vs STZ
-29.4%
+175.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | +2.8% | +2.6% | +0.2% | +2.1% |
| 30D | -2.1% | +15.2% | -17.3% | -5.7% |
| 3M | -7.3% | +7.6% | -15.0% | -9.4% |
| 6M | +8.9% | +5.3% | +3.6% | +6.8% |
| YTD | +55.6% | +8.6% | +47.0% | +49.7% |
| 1Y | +74.7% | +15.6% | +59.1% | +64.9% |
| 3Y | +71.7% | -35.2% | +106.8% | +88.5% |
| All | +146.2% | -29.4% | +175.6% | +157.4% |
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