+67.8%
SAP vs NUE
+79.0%
-11.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | 0.0% |
| 7D | -2.5% | -2.4% | 0.0% | -2.4% |
| 30D | +7.5% | +3.8% | +3.7% | +7.1% |
| 3M | +11.6% | -3.7% | +15.3% | +11.8% |
| 6M | +37.6% | +13.2% | +24.4% | +35.8% |
| YTD | -2.0% | +61.6% | -63.5% | -7.0% |
| 1Y | -6.4% | +83.6% | -90.0% | -12.8% |
| All | +67.8% | +79.0% | -11.3% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling