+3.4%
SLB vs NUE
+72.4%
-69.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.9% |
| 7D | +3.5% | +2.8% | +0.7% | +2.2% |
| 30D | +6.5% | -2.1% | +8.6% | +7.2% |
| 3M | -0.2% | -7.3% | +7.1% | +2.4% |
| 6M | -5.7% | +8.9% | -14.6% | -10.0% |
| YTD | +36.8% | +55.6% | -18.8% | +11.6% |
| 1Y | +45.8% | +74.7% | -28.9% | +13.3% |
| 3Y | +3.4% | +71.7% | -68.3% | -27.1% |
| All | +3.4% | +72.4% | -69.1% | -27.1% |
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 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