-6.0%
SAP vs NUE
+81.9%
-87.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.9% | +6.1% | -10.0% | -3.2% |
| 30D | +6.5% | +2.7% | +3.8% | +6.8% |
| 3M | +14.7% | -3.8% | +18.5% | +14.5% |
| 6M | +39.9% | +14.0% | +25.9% | +43.5% |
| YTD | -2.0% | +61.2% | -63.2% | +8.1% |
| 1Y | -6.0% | +77.8% | -83.8% | +2.0% |
| All | -6.0% | +81.9% | -87.9% | +2.0% |
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