+20.3%
SGOV vs NUE
+585.3%
-565.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | 0.0% |
| 7D | 0.0% | -0.6% | +0.7% | 0.0% |
| 30D | +0.3% | -4.6% | +4.9% | +0.3% |
| 3M | +0.9% | -0.3% | +1.3% | +0.9% |
| 6M | +1.8% | +51.9% | -50.0% | +1.9% |
| YTD | +2.5% | +60.0% | -57.4% | +2.6% |
| 1Y | +3.8% | +82.9% | -79.1% | +3.8% |
| 3Y | +14.4% | +66.0% | -51.6% | +14.4% |
| 5Y | +20.2% | +149.0% | -128.8% | +20.2% |
| All | +20.3% | +585.3% | -565.0% | +20.3% |
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