-75.5%
SMR vs NUE
+85.4%
-161.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.2% | -16.4% |
| 7D | -11.2% | -0.6% | -10.6% | -11.2% |
| 30D | -10.2% | -4.6% | -5.7% | -8.4% |
| 3M | -10.0% | -0.3% | -9.7% | -10.3% |
| 6M | -30.5% | +51.9% | -82.3% | -49.4% |
| YTD | -39.2% | +60.0% | -99.2% | -57.1% |
| 1Y | -75.5% | +82.9% | -158.4% | -84.5% |
| All | -75.5% | +85.4% | -161.0% | -84.5% |
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