+2.5%
SLB vs NUE
+59.4%
-56.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +0.4% | +1.8% | -1.3% | -0.3% |
| 30D | +13.6% | -6.0% | +19.5% | +16.2% |
| 3M | +1.5% | +1.4% | +0.1% | +0.3% |
| 6M | +23.0% | +52.8% | -29.8% | +2.2% |
| YTD | +51.2% | +58.1% | -6.9% | +23.8% |
| 1Y | +63.5% | +80.4% | -16.9% | +26.1% |
| 3Y | +2.5% | +62.3% | -59.8% | -21.5% |
| All | +2.5% | +59.4% | -56.9% | -21.5% |
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