+8,972.2%
NUE vs STZ
+9,075.1%
-102.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.3% |
| 7D | +1.8% | -7.4% | +9.2% | +3.9% |
| 30D | -6.0% | -10.9% | +4.9% | -3.2% |
| 3M | +1.4% | -13.4% | +14.9% | +5.1% |
| 6M | +52.8% | -16.2% | +69.0% | +59.0% |
| YTD | +58.1% | -10.4% | +68.6% | +61.1% |
| 1Y | +80.4% | -14.8% | +95.2% | +86.0% |
| 3Y | +62.3% | -50.1% | +112.4% | +90.7% |
| 5Y | +146.2% | -38.8% | +185.0% | +172.6% |
| 10Y | +549.5% | -14.1% | +563.6% | +544.0% |
| All | +8,972.2% | +9,075.1% | -102.8% | +3,314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling