-66.9%
SE vs NUE
+142.4%
-209.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -4.8% | -2.7% | -2.1% | -3.9% |
| 30D | -18.1% | -6.1% | -12.0% | -16.5% |
| 3M | +30.6% | +2.2% | +28.4% | +28.3% |
| 6M | +20.8% | +50.8% | -30.0% | +2.3% |
| YTD | -15.6% | +57.5% | -73.1% | -30.0% |
| 1Y | -44.2% | +82.5% | -126.7% | -56.5% |
| 3Y | +181.5% | +61.7% | +119.9% | +117.0% |
| 5Y | -66.9% | +145.1% | -212.1% | -78.7% |
| All | -66.9% | +142.4% | -209.3% | -78.7% |
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