+2,233.8%
SAP vs NUE
+4,565.7%
-2,331.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.9% | +4.2% | -7.1% | -4.2% |
| 30D | +9.0% | -5.0% | +14.0% | +10.4% |
| 3M | +14.9% | -0.2% | +15.2% | +14.2% |
| 6M | +11.9% | +49.1% | -37.2% | -2.6% |
| YTD | -9.9% | +61.0% | -70.9% | -24.0% |
| 1Y | -19.5% | +82.5% | -102.1% | -35.1% |
| 3Y | +61.8% | +57.9% | +3.9% | +31.5% |
| 5Y | +56.2% | +146.6% | -90.4% | +3.6% |
| 10Y | +180.6% | +561.6% | -381.0% | +22.1% |
| All | +2,233.8% | +4,565.7% | -2,331.9% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling