+72.5%
SMR vs NUE
+59.2%
+13.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.0% |
| 7D | +4.7% | -2.7% | +7.4% | +6.4% |
| 30D | +3.2% | -6.1% | +9.3% | +6.9% |
| 3M | +9.9% | +2.2% | +7.7% | +5.8% |
| 6M | -15.1% | +50.8% | -65.9% | -37.5% |
| YTD | -27.9% | +57.5% | -85.5% | -48.6% |
| 1Y | -70.2% | +82.5% | -152.7% | -80.9% |
| All | +72.5% | +59.2% | +13.3% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling