+589.4%
SE vs NUE
+431.2%
+158.2%
-90.5%
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 | -6.1% | +4.2% | -10.3% | -7.5% |
| 30D | -2.5% | -5.0% | +2.5% | -1.0% |
| 3M | +21.7% | -0.2% | +21.9% | +20.7% |
| 6M | +27.0% | +49.1% | -22.1% | +8.5% |
| YTD | -12.1% | +61.0% | -73.1% | -27.2% |
| 1Y | -40.9% | +82.5% | -123.5% | -53.5% |
| 3Y | +191.0% | +57.9% | +133.1% | +130.9% |
| 5Y | -68.3% | +146.6% | -214.8% | -79.3% |
| All | +589.4% | +431.2% | +158.2% | +237.1% |
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