+1.5%
SMR vs NUE
+105.2%
-103.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.1% |
| 7D | +4.7% | -2.7% | +7.4% | +6.0% |
| 30D | +3.2% | -6.1% | +9.3% | +6.1% |
| 3M | +9.9% | +2.2% | +7.7% | +6.8% |
| 6M | -15.1% | +50.8% | -65.9% | -32.4% |
| YTD | -27.9% | +57.5% | -85.5% | -43.9% |
| 1Y | -70.2% | +82.5% | -152.7% | -78.5% |
| 3Y | +72.5% | +61.7% | +10.8% | +27.3% |
| All | +1.5% | +105.2% | -103.7% | -32.9% |
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