+154.8%
SO vs NUE
+589.1%
-434.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -1.1% | -2.7% | +1.5% | -0.9% |
| 30D | -3.7% | -6.1% | +2.3% | -3.1% |
| 3M | -5.9% | +2.2% | -8.1% | -6.3% |
| 6M | -7.3% | +50.8% | -58.1% | -11.9% |
| YTD | +3.1% | +57.5% | -54.4% | -2.6% |
| 1Y | -1.0% | +82.5% | -83.5% | -8.3% |
| 3Y | +43.2% | +61.7% | -18.4% | +32.7% |
| 5Y | +59.1% | +145.1% | -86.0% | +33.3% |
| All | +154.8% | +589.1% | -434.4% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling