+30.3%
SPGI vs NUE
+79.0%
-48.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.2% |
| 7D | -1.4% | -2.4% | +1.1% | -1.1% |
| 30D | +15.3% | +3.8% | +11.5% | +14.7% |
| 3M | +16.5% | -3.7% | +20.2% | +16.8% |
| 6M | +19.8% | +13.2% | +6.6% | +17.3% |
| YTD | -3.2% | +61.6% | -64.8% | -11.0% |
| 1Y | +1.8% | +83.6% | -81.8% | -8.6% |
| All | +30.3% | +79.0% | -48.7% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling