+19.1%
SHW vs NUE
+59.2%
-40.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | -4.5% | -2.7% | -1.8% | -3.8% |
| 30D | -12.7% | -6.1% | -6.6% | -11.3% |
| 3M | +4.7% | +2.2% | +2.5% | +3.8% |
| 6M | -3.4% | +50.8% | -54.2% | -14.3% |
| YTD | -1.3% | +57.5% | -58.9% | -13.6% |
| 1Y | -10.4% | +82.5% | -92.8% | -24.6% |
| All | +19.1% | +59.2% | -40.1% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling