+327.2%
SMH vs NUE
+146.6%
+180.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | -2.8% | -4.6% | +1.8% | -1.2% |
| 3M | -6.7% | -0.3% | -6.4% | -7.2% |
| 6M | +41.8% | +51.9% | -10.1% | +19.6% |
| YTD | +57.9% | +60.0% | -2.1% | +30.2% |
| 1Y | +87.6% | +82.9% | +4.8% | +46.4% |
| 3Y | +282.9% | +66.0% | +217.0% | +197.2% |
| All | +327.2% | +146.6% | +180.6% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling