-5.1%
SAP vs NUE
+70.9%
-76.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.8% | -0.1% |
| 7D | +0.6% | +2.8% | -2.1% | +1.0% |
| 30D | +6.5% | -2.1% | +8.6% | +6.3% |
| 3M | +12.2% | -7.3% | +19.6% | +11.7% |
| 6M | +46.1% | +8.9% | +37.2% | +49.0% |
| YTD | -1.6% | +55.6% | -57.2% | +8.4% |
| 1Y | -5.1% | +74.7% | -79.8% | +2.3% |
| All | -5.1% | +70.9% | -76.0% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling