+280.4%
SHW vs NUE
+599.8%
-319.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.4% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -10.0% | -4.6% | -5.5% | -8.9% |
| 3M | +2.3% | -0.3% | +2.6% | +2.0% |
| 6M | +0.7% | +51.9% | -51.2% | -11.9% |
| YTD | +0.5% | +60.0% | -59.5% | -13.6% |
| 1Y | -11.5% | +82.9% | -94.4% | -27.1% |
| 3Y | +21.3% | +66.0% | -44.6% | 0.0% |
| 5Y | +12.5% | +149.0% | -136.4% | -22.7% |
| All | +280.4% | +599.8% | -319.4% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling