+282.9%
SPGI vs NUE
+599.8%
-317.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -7.4% | -0.6% | -6.8% | -7.2% |
| 30D | +0.4% | -4.6% | +4.9% | +1.4% |
| 3M | +5.3% | -0.3% | +5.6% | +4.7% |
| 6M | +1.7% | +51.9% | -50.2% | -10.1% |
| YTD | -16.4% | +60.0% | -76.3% | -27.5% |
| 1Y | -20.5% | +82.9% | -103.4% | -33.8% |
| 3Y | +14.2% | +66.0% | -51.8% | -5.3% |
| 5Y | +0.6% | +149.0% | -148.4% | -29.6% |
| All | +282.9% | +599.8% | -317.0% | +64.2% |
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