+13,845.6%
SPGI vs NUE
+14,617.8%
-772.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +0.1% | +4.2% | -4.1% | -1.0% |
| 30D | +8.4% | -5.0% | +13.4% | +9.6% |
| 3M | +11.8% | -0.2% | +12.1% | +11.0% |
| 6M | +5.7% | +49.1% | -43.4% | -6.1% |
| YTD | -9.7% | +61.0% | -70.7% | -21.7% |
| 1Y | -12.5% | +82.5% | -95.0% | -26.9% |
| 3Y | +21.8% | +57.9% | -36.1% | +2.8% |
| 5Y | +8.2% | +146.6% | -138.4% | -22.3% |
| 10Y | +309.5% | +561.6% | -252.1% | +110.8% |
| All | +13,845.6% | +14,617.8% | -772.1% | +3,813.6% |
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