+56.2%
SAP vs NUE
+147.3%
-91.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | +0.3% | -6.1% | +6.4% | +1.2% |
| 3M | +16.9% | +1.7% | +15.2% | +16.2% |
| 6M | +6.3% | +53.1% | -46.7% | -1.5% |
| YTD | -12.4% | +59.0% | -71.5% | -19.8% |
| 1Y | -21.6% | +85.3% | -107.0% | -30.5% |
| 3Y | +54.8% | +63.2% | -8.5% | +36.6% |
| 5Y | +56.2% | +146.8% | -90.6% | +24.2% |
| All | +56.2% | +147.3% | -91.2% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling