-73.1%
SMR vs NUE
+82.6%
-155.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +4.4% | +4.2% | +0.2% | +2.3% |
| 30D | +3.4% | -5.0% | +8.4% | +5.9% |
| 3M | -19.2% | -0.2% | -18.9% | -18.8% |
| 6M | -22.6% | +49.1% | -71.8% | -41.9% |
| YTD | -31.5% | +61.0% | -92.5% | -50.7% |
| 1Y | -73.1% | +82.5% | -155.6% | -82.4% |
| All | -73.1% | +82.6% | -155.7% | -82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling