+235.4%
SAP vs NUE
+442.4%
-207.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.9% | +6.1% | -10.0% | -5.2% |
| 30D | +6.5% | +2.7% | +3.8% | +5.6% |
| 3M | +14.7% | -3.8% | +18.5% | +15.0% |
| 6M | +39.9% | +14.0% | +25.9% | +34.3% |
| YTD | -2.0% | +61.2% | -63.2% | -14.1% |
| 1Y | -6.0% | +77.8% | -83.8% | -19.8% |
| 3Y | +67.7% | +78.2% | -10.5% | +38.2% |
| 5Y | +78.8% | +149.8% | -71.1% | +27.8% |
| All | +235.4% | +442.4% | -207.0% | +63.2% |
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