+30.5%
SNOW vs NUE
+506.8%
-476.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +8.4% | -2.3% | +10.7% | +9.0% |
| 30D | -1.0% | -6.1% | +5.1% | +0.5% |
| 3M | +38.3% | +1.7% | +36.7% | +36.7% |
| 6M | +81.3% | +53.1% | +28.2% | +58.5% |
| YTD | +51.1% | +59.0% | -7.9% | +29.8% |
| 1Y | +47.0% | +85.3% | -38.4% | +20.2% |
| 3Y | +99.7% | +63.2% | +36.5% | +64.6% |
| 5Y | +3.6% | +146.8% | -143.2% | -22.3% |
| All | +30.5% | +506.8% | -476.2% | -6.3% |
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 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