+1,270.6%
SMH vs NUE
+5,083.0%
-3,812.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +4.3% | -2.3% | +6.6% | +5.2% |
| 30D | +0.9% | -6.1% | +6.9% | +3.2% |
| 3M | -2.8% | +1.7% | -4.5% | -4.1% |
| 6M | +45.6% | +53.1% | -7.5% | +22.6% |
| YTD | +59.5% | +59.0% | +0.4% | +32.0% |
| 1Y | +93.4% | +85.3% | +8.1% | +50.3% |
| 3Y | +287.1% | +63.2% | +223.9% | +207.0% |
| 5Y | +338.0% | +146.8% | +191.3% | +183.5% |
| 10Y | +1,876.8% | +584.3% | +1,292.5% | +701.3% |
| All | +1,270.6% | +5,083.0% | -3,812.5% | +92.3% |
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