+837.0%
SLB vs NUE
+14,634.7%
-13,797.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.6% | +6.1% | -3.6% | 0.0% |
| 30D | +4.4% | +2.7% | +1.6% | +3.0% |
| 3M | -2.7% | -3.8% | +1.1% | -1.7% |
| 6M | -7.5% | +14.0% | -21.5% | -13.3% |
| YTD | +34.8% | +61.2% | -26.4% | +9.2% |
| 1Y | +44.6% | +77.8% | -33.2% | +12.4% |
| 3Y | +3.2% | +78.2% | -75.0% | -22.3% |
| 5Y | +73.6% | +149.8% | -76.3% | +6.9% |
| 10Y | -14.3% | +448.6% | -462.9% | -62.1% |
| All | +837.0% | +14,634.7% | -13,797.6% | +80.9% |
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 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