+171.3%
SAP vs NUE
+589.1%
-417.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -5.1% | -2.7% | -2.4% | -4.5% |
| 30D | -1.8% | -6.1% | +4.3% | -0.6% |
| 3M | +20.9% | +2.2% | +18.7% | +19.7% |
| 6M | +7.0% | +50.8% | -43.8% | -3.6% |
| YTD | -13.7% | +57.5% | -71.3% | -23.6% |
| 1Y | -19.6% | +82.5% | -102.0% | -31.6% |
| 3Y | +52.4% | +61.7% | -9.3% | +29.6% |
| 5Y | +54.4% | +145.1% | -90.7% | +11.7% |
| All | +171.3% | +589.1% | -417.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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