+75.7%
SAP vs NUE
+150.9%
-75.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.1% |
| 7D | -2.5% | -2.4% | 0.0% | -2.2% |
| 30D | +7.5% | +3.8% | +3.7% | +6.7% |
| 3M | +11.6% | -3.7% | +15.3% | +11.9% |
| 6M | +37.6% | +13.2% | +24.4% | +34.1% |
| YTD | -2.0% | +61.6% | -63.5% | -10.6% |
| 1Y | -6.4% | +83.6% | -90.0% | -16.7% |
| 3Y | +67.7% | +78.6% | -10.9% | +45.1% |
| 5Y | +75.7% | +148.0% | -72.2% | +42.5% |
| All | +75.7% | +150.9% | -75.2% | +42.5% |
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