+196.4%
SO vs NUE
+423.6%
-227.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.6% |
| 7D | +1.4% | +2.8% | -1.4% | +1.0% |
| 30D | +4.7% | -2.1% | +6.8% | +4.8% |
| 3M | +1.7% | -7.3% | +9.0% | +2.4% |
| 6M | +2.2% | +8.9% | -6.7% | +0.7% |
| YTD | +10.0% | +55.6% | -45.6% | +3.7% |
| 1Y | +6.0% | +74.7% | -68.6% | -1.5% |
| 3Y | +54.1% | +71.7% | -17.6% | +40.9% |
| 5Y | +79.6% | +141.2% | -61.6% | +49.9% |
| All | +196.4% | +423.6% | -227.2% | +78.5% |
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