+11.1%
SMR vs NUE
+106.0%
-94.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.0% | +16.1% |
| 7D | +21.4% | +1.8% | +19.6% | +20.2% |
| 30D | +13.8% | -6.0% | +19.8% | +16.8% |
| 3M | +3.9% | +1.4% | +2.5% | +1.5% |
| 6M | -4.2% | +52.8% | -57.0% | -24.2% |
| YTD | -21.1% | +58.1% | -79.2% | -38.7% |
| 1Y | -67.1% | +80.4% | -147.5% | -76.1% |
| 3Y | +88.9% | +62.3% | +26.6% | +39.1% |
| All | +11.1% | +106.0% | -94.9% | -26.6% |
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