+1,817.6%
SMH vs NUE
+599.8%
+1,217.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | -2.8% | -4.6% | +1.8% | -1.1% |
| 3M | -6.7% | -0.3% | -6.4% | -7.3% |
| 6M | +41.8% | +51.9% | -10.1% | +18.8% |
| YTD | +57.9% | +60.0% | -2.1% | +29.2% |
| 1Y | +87.6% | +82.9% | +4.8% | +44.9% |
| 3Y | +282.9% | +66.0% | +217.0% | +196.9% |
| 5Y | +330.4% | +149.0% | +181.5% | +170.4% |
| All | +1,817.6% | +599.8% | +1,217.8% | +648.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling