+2,448.5%
SAP vs NUE
+4,409.5%
-1,961.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.8% | +1.4% |
| 7D | +0.6% | +2.8% | -2.1% | -0.3% |
| 30D | +6.5% | -2.1% | +8.6% | +6.8% |
| 3M | +12.2% | -7.3% | +19.6% | +13.9% |
| 6M | +46.1% | +8.9% | +37.2% | +40.1% |
| YTD | -1.6% | +55.6% | -57.2% | -16.6% |
| 1Y | -5.1% | +74.7% | -79.8% | -22.6% |
| 3Y | +68.4% | +71.7% | -3.3% | +32.5% |
| 5Y | +79.4% | +141.2% | -61.8% | +19.6% |
| 10Y | +230.5% | +429.6% | -199.1% | +55.0% |
| All | +2,448.5% | +4,409.5% | -1,961.0% | +297.5% |
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