-1.0%
SO vs NUE
+83.1%
-84.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.7% |
| 7D | -1.1% | -2.7% | +1.5% | -1.2% |
| 30D | -3.7% | -6.1% | +2.3% | -3.9% |
| 3M | -5.9% | +2.2% | -8.1% | -5.9% |
| 6M | -7.3% | +50.8% | -58.1% | -5.0% |
| YTD | +3.1% | +57.5% | -54.4% | +5.3% |
| 1Y | -1.0% | +82.5% | -83.5% | +2.3% |
| All | -1.0% | +83.1% | -84.1% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling