+958.5%
SLB vs NUE
+14,617.8%
-13,659.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.8% | +4.2% | -3.4% | -0.9% |
| 30D | +15.8% | -5.0% | +20.8% | +18.0% |
| 3M | -0.3% | -0.2% | -0.1% | -0.8% |
| 6M | +21.3% | +49.1% | -27.8% | +1.9% |
| YTD | +52.3% | +61.0% | -8.7% | +23.8% |
| 1Y | +63.6% | +82.5% | -18.9% | +25.4% |
| 3Y | +3.8% | +57.9% | -54.2% | -17.9% |
| 5Y | +128.6% | +146.6% | -17.9% | +41.6% |
| 10Y | -3.1% | +561.6% | -564.7% | -60.2% |
| All | +958.5% | +14,617.8% | -13,659.3% | +105.1% |
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 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