+4.9%
SPGI vs NUE
+145.9%
-141.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | -2.5% | +1.8% | -4.3% | -2.8% |
| 30D | +5.4% | -6.0% | +11.4% | +6.5% |
| 3M | +9.0% | +1.4% | +7.6% | +8.2% |
| 6M | +0.8% | +52.8% | -52.1% | -8.5% |
| YTD | -12.6% | +58.1% | -70.7% | -21.5% |
| 1Y | -16.1% | +80.4% | -96.5% | -27.2% |
| 3Y | +19.0% | +62.3% | -43.3% | +3.0% |
| All | +4.9% | +145.9% | -141.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling