+14,839.3%
SPGI vs NUE
+14,670.8%
+168.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | -0.1% |
| 7D | -1.4% | -2.4% | +1.1% | -0.8% |
| 30D | +15.3% | +3.8% | +11.5% | +13.9% |
| 3M | +16.5% | -3.7% | +20.2% | +17.0% |
| 6M | +19.8% | +13.2% | +6.6% | +14.5% |
| YTD | -3.2% | +61.6% | -64.8% | -16.5% |
| 1Y | +1.8% | +83.6% | -81.8% | -15.3% |
| 3Y | +30.6% | +78.6% | -48.0% | +6.3% |
| 5Y | +16.0% | +148.0% | -131.9% | -16.7% |
| 10Y | +338.6% | +449.9% | -111.3% | +137.1% |
| All | +14,839.3% | +14,670.8% | +168.5% | +4,073.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling